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| 異質的処置効果の二重頑健推定量(Heterogeneous Treatment Effect Doubly Robust Estimation)× | 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≠ | 2018-2023 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | Kennedy (2023); building on Robins, Rotnitzky & Zhao (1994) and Chernozhukov et al. (2018) | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Semiparametric causal inference | Causal inference / reweighting |
| 原典≠ | Kennedy, E. H. (2023). Towards optimal doubly robust estimation of heterogeneous causal effects. Electronic Journal of Statistics, 17(2), 3008-3049. 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 | DR-HTE, augmented IPW for HTE, doubly robust CATE estimation, semiparametric HTE estimation | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連≠ | 5 | 6 |
| 概要≠ | Doubly robust estimation of heterogeneous treatment effects (HTE) estimates how the causal effect of a treatment varies across subgroups or individual covariate values. By combining an outcome model and a propensity score model, it retains consistency if either model is correctly specified, and supports flexible machine learning nuisance estimators through cross-fitting to produce valid conditional average treatment effect (CATE) estimates. | 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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