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Estimateur par appariement×Pondération par score de propension (PSP / IPW)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine19731983 (propensity score); 2003 (efficient IPW estimator)
Auteur d'origineRubin (1973); large-sample theory by Abadie & Imbens (2006)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypeNonparametric matching / causal inferenceCausal inference / reweighting
Source fondatriceAbadie, 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 ↗
Aliasnearest-neighbor matching, NNM, matching on covariates, covariate matchingPSW, inverse probability weighting, IPW, propensity-based weighting
Apparentées66
RésuméThe 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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ScholarGateComparer des méthodes: Matching Estimator · Propensity Score Weighting. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare