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Estimateur par Appariement Augmenté par Apprentissage Automatique×Appariement par score de propension×
DomaineInférence causaleStatistiques de recherche
FamilleRegression modelProcess / pipeline
Année d'origine2006–20181983
Auteur d'origineAbadie & Imbens (classical matching); Chernozhukov et al. (ML augmentation framework)Paul Rosenbaum and Donald Rubin
TypeCausal inference / nonparametric matchingMethod
Source fondatriceChernozhukov, 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 ↗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 ↗
AliasML-augmented matching, ML matching estimator, high-dimensional matching estimator, data-adaptive matching estimatorPSM, propensity score weighting, covariate balance
Apparentées53
RésuméThe machine learning-augmented matching estimator combines classical nearest-neighbor or propensity-score matching with ML algorithms — such as lasso, random forests, or gradient boosting — to select covariates, estimate propensity scores, and correct for residual bias. The result is a matching-based causal estimator that remains valid under high-dimensional confounding where traditional hand-specified matching fails.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGateComparer des méthodes: Machine Learning-Augmented Matching Estimator · Propensity Score Matching. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare