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| 動的時間逆確率重み付け× | 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≠ | 1986-2000 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | James M. Robins and colleagues | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Causal weighting estimator | Causal inference / reweighting |
| 原典≠ | Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. 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 | Dynamic IPW, Time-varying IPW, Longitudinal IPW, Sequential IPW | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連≠ | 4 | 6 |
| 概要≠ | Dynamic Inverse Probability Weighting (Dynamic IPW) estimates the causal effect of a time-varying treatment sequence by reweighting observed data to mimic a hypothetical randomised trial. Developed by Robins and colleagues in the context of marginal structural models, it handles the challenge that in longitudinal settings, past treatment affects future covariates, which in turn affect future treatment — a feedback loop that standard regression cannot untangle. | 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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