Vertaile menetelmiä
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| Sovitusestimaattori× | Propensity Score Weighting (PSW / IPW)× | |
|---|---|---|
| Tieteenala | Kausaalipäättely | Kausaalipäättely |
| Menetelmäperhe | Regression model | Regression model |
| Syntyvuosi≠ | 1973 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| Kehittäjä≠ | Rubin (1973); large-sample theory by Abadie & Imbens (2006) | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| Tyyppi≠ | Nonparametric matching / causal inference | Causal inference / reweighting |
| Alkuperäislähde≠ | Abadie, A., & Imbens, G. W. (2006). Large Sample Properties of Matching Estimators for Average Treatment Effects. Econometrica, 74(1), 235-267. DOI ↗ | Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41-55. DOI ↗ |
| Rinnakkaisnimet | nearest-neighbor matching, NNM, matching on covariates, covariate matching | PSW, inverse probability weighting, IPW, propensity-based weighting |
| Liittyvät | 6 | 6 |
| Tiivistelmä≠ | The matching estimator identifies the causal effect of a treatment by pairing each treated unit with one or more untreated units that have similar observed characteristics. Formalised by Rubin (1973) and given rigorous large-sample theory by Abadie and Imbens (2006), it constructs a credible control group from observational data without requiring a parametric model for the outcome. | Propensity score weighting is a causal-inference method that reweights observations so that the covariate distributions of treated and untreated units look exchangeable, enabling unbiased estimation of average treatment effects from observational data. Each unit receives a weight that is the inverse of its probability of receiving the treatment it actually received — a strategy formalised by Rosenbaum and Rubin (1983) and given its efficient semiparametric form by Hirano, Imbens and Ridder (2003). |
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