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Évaluation de politiques par pondération par l'inverse de la probabilité×Pondération par l'inverse de la probabilité de traitement (IPW / IPTW)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine1952 (IPW origin); 2000s (policy evaluation application)2000
Auteur d'origineHorvitz & Thompson (1952); extended to causal policy settings by Robins, Hernan & Brumback (2000) and Imbens & Wooldridge (2009)Robins, Hernán & Brumback
TypeReweighting estimator for causal policy analysisCausal inference weighting estimator
Source fondatriceImbens, G. W., & Wooldridge, J. M. (2009). Recent Developments in the Econometrics of Program Evaluation. Journal of Economic Literature, 47(1), 5-86. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
AliasIPW policy evaluation, propensity-weighted policy analysis, inverse probability of treatment weightingIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Apparentées65
RésuméPolicy evaluation inverse probability weighting (IPW) uses estimated propensity scores to reweight observed units so that the weighted sample mimics a randomised experiment. Each unit is weighted by the inverse of its probability of receiving the policy, creating a pseudo-population in which treatment assignment is independent of observed covariates and the average treatment effect (ATE) can be read off directly.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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ScholarGateComparer des méthodes: Policy Evaluation Inverse Probability Weighting · Inverse Probability Weighting. Consulté le 2026-06-19 sur https://scholargate.app/fr/compare