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Modèle structurel marginal (MSM) pour données de panel×Pondération par l'inverse de la probabilité de traitement (IPW / IPTW)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine20002000
Auteur d'origineJames M. Robins, Miguel A. Hernan, Babette BrumbackRobins, Hernán & Brumback
TypeCausal model for time-varying treatmentsCausal inference weighting estimator
Source fondatriceRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
AliasMSM panel, longitudinal MSM, panel MSM, time-varying treatment MSMIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Apparentées55
RésuméA panel data marginal structural model (MSM) uses inverse probability of treatment weighting (IPTW) across multiple time periods to estimate the causal effect of a time-varying treatment, while appropriately adjusting for time-varying confounders that are themselves affected by prior treatment — a bias source that conventional regression cannot handle.Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias.
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  1. v1
  2. 2 Sources
  3. PUBLISHED

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ScholarGateComparer des méthodes: Panel Data Marginal Structural Model · Inverse Probability Weighting. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare