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| 機械学習拡張二重頑健推定量 (ML-DR)× | 逆確率重み付け法 (IPW / IPTW)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2018 | 2000 |
| 提唱者≠ | Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, Newey & Robins | Robins, Hernán & Brumback |
| 種類≠ | Semiparametric causal estimator with ML nuisance | Causal inference weighting estimator |
| 原典≠ | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗ | Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ |
| 別名≠ | ML-DR, AIPW with ML, Double/Debiased ML doubly robust, DML-DR | IPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting |
| 関連≠ | 6 | 5 |
| 概要≠ | Machine learning-augmented doubly robust (ML-DR) estimation combines the classical doubly robust (AIPW) identification strategy with flexible machine learning models for the nuisance functions — the propensity score and the outcome regression. The result is a causal estimator that is consistent if either ML component is correctly specified, and that achieves valid, root-n inference even when the nuisance models are estimated with high-dimensional regularisation or nonparametric learners. | Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias. |
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