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| Modello Strutturale Marginale Bayesiano× | Variabili Strumentali Bayesiane (IV Bayesiana)× | |
|---|---|---|
| Campo | Inferenza causale | Inferenza causale |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2015 (Bayesian extension); 2000 (MSM foundation) | 2003 |
| Ideatore≠ | Saarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM) | Kleibergen & Zivot (2003); Lancaster (2004) |
| Tipo≠ | Causal inference / Bayesian weighted regression | Causal inference / Bayesian estimation |
| Fonte seminale≠ | Saarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On Bayesian estimation of marginal structural models. Biometrics, 71(2), 279-288. DOI ↗ | Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. DOI ↗ |
| Alias | Bayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSM | Bayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV |
| Correlati | 6 | 6 |
| Sintesi≠ | Bayesian Marginal Structural Model (Bayesian MSM) combines the causal identification power of inverse-probability-weighted marginal structural models with Bayesian posterior inference. Rather than relying on point estimates and asymptotic standard errors, it propagates uncertainty through a full posterior distribution over causal effect parameters, offering coherent uncertainty quantification for causal effects of time-varying treatments. | Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small. |
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