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| 機械学習拡張逆確率重み付け(ML-IPW)× | 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≠ | 2003-2018 | 2000 |
| 提唱者≠ | Hirano, Imbens & Ridder (semiparametric foundation, 2003); Chernozhukov et al. (DML framework, 2018) | Robins, Hernán & Brumback |
| 種類≠ | Semiparametric causal estimator | 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-IPW, nonparametric IPW, data-adaptive IPW, ML-augmented propensity weighting | IPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting |
| 関連 | 5 | 5 |
| 概要≠ | Machine learning-augmented inverse probability weighting replaces parametric logistic regression with flexible ML algorithms to estimate treatment propensity scores, then reweights the sample to balance treated and control units. By leveraging data-adaptive learners such as lasso, random forests, or gradient boosting, ML-IPW controls for high-dimensional and nonlinear confounders that classical IPW misses, while retaining the intuitive weighting framework. | 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. |
| ScholarGateデータセット ↗ |
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