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機械学習拡張プロペンシティスコアマッチング×二重に頑健な推定量(AIPW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20042005
提唱者McCaffrey, Ridgeway & Morral (2004); Westreich, Lessler & Funk (2010)Robins & Rotnitzky; Bang & Robins
種類Causal inference / matchingSemiparametric causal estimator
原典McCaffrey, D. F., Ridgeway, G., & Morral, A. R. (2004). Propensity score estimation with boosted regression for evaluating causal effects in observational studies. Psychological Methods, 9(4), 403-425. DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
別名ML-PSM, boosted propensity score matching, ML-augmented PSM, nonparametric propensity score matchingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
関連65
概要Machine learning-augmented propensity score matching (ML-PSM) replaces the traditional logistic regression used to estimate propensity scores with flexible machine learning algorithms — such as gradient boosted trees, random forests, or LASSO — to better capture complex, nonlinear relationships among covariates. The resulting richer propensity scores improve covariate balance and reduce bias in the estimated average treatment effect on the treated (ATT).Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
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ScholarGate手法を比較: Machine Learning-Augmented Propensity Score Matching · Doubly Robust Estimation. 2026-06-17に以下より取得 https://scholargate.app/ja/compare