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Pondération par score de propension (PSP / IPW)×Pondération par l'inverse de la probabilité de traitement (IPW / IPTW)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine1983 (propensity score); 2003 (efficient IPW estimator)2000
Auteur d'origineRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)Robins, Hernán & Brumback
TypeCausal inference / reweightingCausal inference weighting estimator
Source fondatriceRosenbaum, 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 ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
AliasPSW, inverse probability weighting, IPW, propensity-based weightingIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Apparentées65
RésuméPropensity 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).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: Propensity Score Weighting · Inverse Probability Weighting. Consulté le 2026-06-19 sur https://scholargate.app/fr/compare