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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×傾向スコア重み付け(PSW / IPW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20041983 (propensity score); 2003 (efficient IPW estimator)
提唱者McCaffrey, Ridgeway & Morral (2004); Westreich, Lessler & Funk (2010)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
種類Causal inference / matchingCausal inference / reweighting
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 ↗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-PSM, boosted propensity score matching, ML-augmented PSM, nonparametric propensity score matchingPSW, inverse probability weighting, IPW, propensity-based weighting
関連66
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).Propensity score weighting is a causal-inference method that reweights observations so that the covariate distributions of treated and untreated units look exchangeable, enabling unbiased estimation of average treatment effects from observational data. Each unit receives a weight that is the inverse of its probability of receiving the treatment it actually received — a strategy formalised by Rosenbaum and Rubin (1983) and given its efficient semiparametric form by Hirano, Imbens and Ridder (2003).
ScholarGateデータセット
  1. v1
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  3. PUBLISHED
  1. v1
  2. 2 出典
  3. PUBLISHED

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ScholarGate手法を比較: Machine Learning-Augmented Propensity Score Matching · Propensity Score Weighting. 2026-06-18に以下より取得 https://scholargate.app/ja/compare