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ベイズ的傾向スコアマッチング×二重に頑健な推定量(AIPW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20122005
提唱者Kaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)Robins & Rotnitzky; Bang & Robins
種類Bayesian causal inference / matchingSemiparametric causal estimator
原典Kaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. 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 PSM, BPSM, Bayesian matching estimator, Bayesian propensity weightingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
関連65
概要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.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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  1. v1
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  3. PUBLISHED

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ScholarGate手法を比較: Bayesian Propensity Score Matching · Doubly Robust Estimation. 2026-06-17に以下より取得 https://scholargate.app/ja/compare