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Estimation doublement robuste des effets hétérogènes du traitement×Pondération par score de propension (PSP / IPW)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine2018-20231983 (propensity score); 2003 (efficient IPW estimator)
Auteur d'origineKennedy (2023); building on Robins, Rotnitzky & Zhao (1994) and Chernozhukov et al. (2018)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypeSemiparametric causal inferenceCausal inference / reweighting
Source fondatriceKennedy, E. H. (2023). Towards optimal doubly robust estimation of heterogeneous causal effects. Electronic Journal of Statistics, 17(2), 3008-3049. 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 ↗
AliasDR-HTE, augmented IPW for HTE, doubly robust CATE estimation, semiparametric HTE estimationPSW, inverse probability weighting, IPW, propensity-based weighting
Apparentées56
RésuméDoubly robust estimation of heterogeneous treatment effects (HTE) estimates how the causal effect of a treatment varies across subgroups or individual covariate values. By combining an outcome model and a propensity score model, it retains consistency if either model is correctly specified, and supports flexible machine learning nuisance estimators through cross-fitting to produce valid conditional average treatment effect (CATE) estimates.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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ScholarGateComparer des méthodes: Heterogeneous treatment effect Doubly robust estimation · Propensity Score Weighting. Consulté le 2026-06-19 sur https://scholargate.app/fr/compare