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| 異質的処置効果逆確率重み付け(HTE-IPW)× | 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≠ | 2003–2015 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | Hirano, Imbens & Ridder; further developed by Abrevaya, Hsu & Lieli | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Causal inference / weighted regression | Causal inference / reweighting |
| 原典≠ | Hirano, K., Imbens, G. W., & Ridder, G. (2003). Efficient estimation of average treatment effects using the estimated propensity score. Econometrica, 71(4), 1161-1189. 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 | HTE-IPW, CATE-IPW, heterogeneous IPW, conditional effect IPW | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連≠ | 5 | 6 |
| 概要≠ | HTE-IPW extends standard inverse probability weighting to recover how causal effects vary across subgroups or covariate values. By reweighting each observation by the inverse of its estimated treatment probability, the method creates a pseudo-population in which treatment is independent of background characteristics, and then estimates conditional average treatment effects (CATEs) as a function of those characteristics. | 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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