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| ベイズ的傾向スコア重み付け× | 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≠ | 2009 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | McCandless, Gustafson & Austin | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Bayesian causal weighting estimator | Causal inference / reweighting |
| 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 ↗ | 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 PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weighting | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連 | 6 | 6 |
| 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. | 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). |
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