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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 model | Regression model |
| 提唱年≠ | 2004 | 1983 (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 / matching | Causal 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 matching | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連 | 6 | 6 |
| 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). |
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