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ベイズ逆確率重み付け×Marginal Structural Model (MSM)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20152000
提唱者Saarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020)James M. Robins, Miguel A. Hernan, Babette Brumback
種類Bayesian causal weighting estimatorCausal model / semiparametric weighting
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 ↗Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
別名Bayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weightingMSM, MSM-IPTW, marginal structural Cox model, weighted structural model
関連65
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.A marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail.
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ScholarGate手法を比較: Bayesian Inverse Probability Weighting · Marginal Structural Model. 2026-06-17に以下より取得 https://scholargate.app/ja/compare