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ベイズ的傾向スコア重み付け×Marginal Structural Model (MSM)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20092000
提唱者McCandless, Gustafson & AustinJames M. Robins, Miguel A. Hernan, Babette Brumback
種類Bayesian causal weighting estimatorCausal model / semiparametric weighting
原典McCandless, L. C., Gustafson, P., & Austin, P. C. (2009). Bayesian propensity score analysis for observational data. Statistics in Medicine, 28(1), 94–112. DOI ↗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 PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weightingMSM, MSM-IPTW, marginal structural Cox model, weighted structural model
関連65
概要Bayesian Propensity Score Weighting estimates causal treatment effects in observational data by combining a Bayesian model for the propensity score with inverse probability weighting. By placing a prior over propensity-score parameters and propagating posterior uncertainty through the weighting step, this approach yields fully probabilistic uncertainty intervals for the average treatment effect, accounting for the uncertainty in both the score model and the outcome.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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  1. v1
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  3. PUBLISHED

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ScholarGate手法を比較: Bayesian Propensity Score Weighting · Marginal Structural Model. 2026-06-17に以下より取得 https://scholargate.app/ja/compare