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機械学習拡張マッチング推定量×逆確率重み付け法 (IPW / IPTW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2006–20182000
提唱者Abadie & Imbens (classical matching); Chernozhukov et al. (ML augmentation framework)Robins, Hernán & Brumback
種類Causal inference / nonparametric matchingCausal 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-augmented matching, ML matching estimator, high-dimensional matching estimator, data-adaptive matching estimatorIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
関連55
概要The machine learning-augmented matching estimator combines classical nearest-neighbor or propensity-score matching with ML algorithms — such as lasso, random forests, or gradient boosting — to select covariates, estimate propensity scores, and correct for residual bias. The result is a matching-based causal estimator that remains valid under high-dimensional confounding where traditional hand-specified matching fails.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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ScholarGate手法を比較: Machine Learning-Augmented Matching Estimator · Inverse Probability Weighting. 2026-06-18に以下より取得 https://scholargate.app/ja/compare