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| 機械学習拡張傾向スコア重み付け× | 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≠ | 2010–2018 | 2000 |
| 提唱者≠ | Lee, Lessler & Stuart (2010); Chernozhukov et al. (2018, DML framework) | Robins, Hernán & Brumback |
| 種類≠ | Causal inference / semiparametric weighting | 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-PSW, ML-augmented IPW, machine learning propensity weighting, nonparametric propensity score weighting | IPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting |
| 関連 | 5 | 5 |
| 概要≠ | Machine learning-augmented propensity score weighting (ML-PSW) replaces logistic regression with flexible ML algorithms — such as gradient boosting, LASSO, or random forests — to estimate the propensity score, then uses inverse probability weights to balance treated and control groups. This reduces model-misspecification bias when the true relationship between covariates and treatment assignment is complex or high-dimensional. | 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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