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| ベイズ逆確率重み付け× | 傾向スコア重み付け(PSW / IPW)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2015 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | Saarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020) | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Bayesian causal weighting estimator | Causal inference / reweighting |
| 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 ↗ | Rosenbaum, 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 ↗ |
| 別名 | Bayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weighting | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連 | 6 | 6 |
| 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. | Propensity 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). |
| ScholarGateデータセット ↗ |
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