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ベイズ周辺構造モデル×逆確率重み付け法 (IPW / IPTW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2015 (Bayesian extension); 2000 (MSM foundation)2000
提唱者Saarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Robins, Hernán & Brumback
種類Causal inference / Bayesian weighted regressionCausal inference weighting estimator
原典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 ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
別名Bayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
関連65
概要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.Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias.
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ScholarGate手法を比較: Bayesian Marginal Structural Model · Inverse Probability Weighting. 2026-06-17に以下より取得 https://scholargate.app/ja/compare