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Pondération par l'inverse de la probabilité sur plusieurs périodes×Pondération par score de propension (PSP / IPW)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine20001983 (propensity score); 2003 (efficient IPW estimator)
Auteur d'origineRobins, Hernan & BrumbackRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypeWeighted causal estimatorCausal inference / reweighting
Source fondatriceRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. 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 ↗
Aliaslongitudinal IPW, multi-period IPW, time-varying IPW, sequential IPWPSW, inverse probability weighting, IPW, propensity-based weighting
Apparentées66
RésuméMulti-period Inverse Probability Weighting (IPW) estimates the causal effect of a treatment that varies across multiple time periods by reweighting observations according to the probability of receiving each period's treatment given past treatment history and time-varying confounders. It creates a pseudo-population where treatment at each period is independent of measured confounders, enabling unbiased estimation of sustained treatment strategies.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: Multi-period Inverse Probability Weighting · Propensity Score Weighting. Consulté le 2026-06-19 sur https://scholargate.app/fr/compare