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機械学習拡張操作変数法 (ML-IV)×傾向スコアマッチング×
分野因果推論研究統計
系統Regression modelProcess / pipeline
提唱年2012-20181983
提唱者Belloni, Chernozhukov & Hansen; Chernozhukov et al.Paul Rosenbaum and Donald Rubin
種類Causal inference / semi-parametric estimationMethod
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 ↗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ML-IV, MLIV, Double/Debiased ML with IV, DML-IVPSM, propensity score weighting, covariate balance
関連43
概要Machine learning-augmented instrumental variables combines the causal identification power of classical IV with modern high-dimensional machine learning — using methods such as LASSO, random forests, or neural networks to select valid instruments and model nuisance functions, thereby improving first-stage fit and enabling valid inference even when the number of potential instruments or controls is large relative to the sample size.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGate手法を比較: Machine learning-augmented instrumental variables · Propensity Score Matching. 2026-06-18に以下より取得 https://scholargate.app/ja/compare