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रोबस्ट मैचिंग एस्टिमेटर (बायस-करेक्टेड मैचिंग)×Doubly Robust Estimation×
क्षेत्रकारणात्मक अनुमानकारणात्मक अनुमान
परिवारRegression modelRegression model
उद्भव वर्ष2006/20112005
प्रवर्तकAbadie & ImbensRobins & Rotnitzky; Bang & Robins
प्रकारCausal inference / matchingSemiparametric causal estimator
मौलिक स्रोतAbadie, A., & Imbens, G. W. (2011). Bias-Corrected Matching Estimators for Average Treatment Effects. Journal of Business & Economic Statistics, 29(1), 1-11. DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
उपनामbias-corrected matching, Abadie-Imbens matching, AI matching estimator, robust nearest-neighbor matchingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
संबंधित65
सारांशThe robust matching estimator, developed by Abadie and Imbens (2006, 2011), extends nearest-neighbor matching by adding a regression-based bias correction that removes the finite-sample bias arising when matched units are not perfectly alike. It yields consistent, asymptotically normal estimates of average treatment effects with a heteroskedasticity-robust variance formula that is valid regardless of the number of continuous covariates.Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
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  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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