Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Pondération par score de propension (PSP / IPW)× | Équilibrage par entropie× | |
|---|---|---|
| Domaine | Inférence causale | Inférence causale |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1983 (propensity score); 2003 (efficient IPW estimator) | 2012 |
| Auteur d'origine≠ | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) | Jens Hainmueller |
| Type≠ | Causal inference / reweighting | Covariate-balancing reweighting |
| Source fondatrice≠ | 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 ↗ | Hainmueller, J. (2012). Entropy balancing for causal effects: A multivariate reweighting method to produce balanced samples in observational studies. Political Analysis, 20(1), 25-46. DOI ↗ |
| Alias | PSW, inverse probability weighting, IPW, propensity-based weighting | EB, entropy reweighting, covariate balancing via entropy, Hainmueller balancing |
| Apparentées | 6 | 6 |
| Résumé≠ | 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). | Entropy balancing is a preprocessing method for causal inference that assigns weights to control-group units so that the reweighted control sample matches the treatment group exactly on a chosen set of covariate moments (means, variances, skewness). Introduced by Hainmueller (2012), it replaces trial-and-error propensity-score trimming with a constrained maximum-entropy optimisation that achieves balance in a single step. |
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