Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Estimation doublement robuste augmentée par apprentissage automatique (ML-DR)× | Modèle structurel marginal (MSM)× | |
|---|---|---|
| Domaine | Inférence causale | Inférence causale |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 2018 | 2000 |
| Auteur d'origine≠ | Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, Newey & Robins | James M. Robins, Miguel A. Hernan, Babette Brumback |
| Type≠ | Semiparametric causal estimator with ML nuisance | Causal model / semiparametric weighting |
| Source fondatrice≠ | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗ | Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ |
| Alias | ML-DR, AIPW with ML, Double/Debiased ML doubly robust, DML-DR | MSM, MSM-IPTW, marginal structural Cox model, weighted structural model |
| Apparentées≠ | 6 | 5 |
| Résumé≠ | Machine learning-augmented doubly robust (ML-DR) estimation combines the classical doubly robust (AIPW) identification strategy with flexible machine learning models for the nuisance functions — the propensity score and the outcome regression. The result is a causal estimator that is consistent if either ML component is correctly specified, and that achieves valid, root-n inference even when the nuisance models are estimated with high-dimensional regularisation or nonparametric learners. | A marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail. |
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