手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| 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 model | Process / pipeline |
| 提唱年≠ | 2012-2018 | 1983 |
| 提唱者≠ | Belloni, Chernozhukov & Hansen; Chernozhukov et al. | Paul Rosenbaum and Donald Rubin |
| 種類≠ | Causal inference / semi-parametric estimation | Method |
| 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-IV | PSM, propensity score weighting, covariate balance |
| 関連≠ | 4 | 3 |
| 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. |
| ScholarGateデータセット ↗ |
|
|