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ベイズ逆確率重み付け×ベイズ的傾向スコアマッチング×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20152012
提唱者Saarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020)Kaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)
種類Bayesian causal weighting estimatorBayesian causal inference / matching
原典Saarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On risk prediction and characterisation of treatment effects in a Bayesian framework using the propensity score. Statistics in Medicine, 34(14), 2170-2185. link ↗Kaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. DOI ↗
別名Bayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weightingBayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weighting
関連66
概要Bayesian Inverse Probability Weighting (Bayesian IPW) extends the classical IPW estimator by placing prior distributions over the propensity-score model parameters and propagating that uncertainty into the causal-effect estimate. The result is a posterior distribution for the average treatment effect that fully accounts for both propensity-score estimation uncertainty and outcome-model uncertainty, enabling credible-interval inference rather than relying on asymptotic approximations.Bayesian Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.
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ScholarGate手法を比較: Bayesian Inverse Probability Weighting · Bayesian Propensity Score Matching. 2026-06-18に以下より取得 https://scholargate.app/ja/compare