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| ベイズ的マッチング推定量× | 二重に頑健な推定量(AIPW)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1978–1998 | 2005 |
| 提唱者≠ | Donald B. Rubin (Bayesian causal framework); extended by Heckman, Ichimura & Todd (matching estimator formalization) | Robins & Rotnitzky; Bang & Robins |
| 種類≠ | Bayesian causal inference / nonparametric matching | Semiparametric causal estimator |
| 原典≠ | Rubin, D. B. (1978). Bayesian inference for causal effects: The role of randomization. The Annals of Statistics, 6(1), 34-58. DOI ↗ | Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗ |
| 別名 | Bayesian matching, Bayesian nonparametric matching, Bayes-ATE matching, posterior matching estimator | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| 関連≠ | 6 | 5 |
| 概要≠ | The Bayesian Matching Estimator estimates average treatment effects in observational studies by combining classical nearest-neighbour or kernel matching with a Bayesian posterior over the treatment effect. It inherits matching's covariate-balancing logic while propagating uncertainty through a full posterior distribution rather than relying on asymptotic standard errors, yielding credible intervals that reflect both sampling variability and prior knowledge. | Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified. |
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