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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 modelRegression model
提唱年2018-20231983 (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 inferenceCausal 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 estimationPSW, inverse probability weighting, IPW, propensity-based weighting
関連56
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).
ScholarGateデータセット
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  2. 2 出典
  3. PUBLISHED
  1. v1
  2. 2 出典
  3. PUBLISHED

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ScholarGate手法を比較: Heterogeneous treatment effect Doubly robust estimation · Propensity Score Weighting. 2026-06-19に以下より取得 https://scholargate.app/ja/compare