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Marginal Structural Model (MSM)×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20001983 (propensity score); 2003 (efficient IPW estimator)
提唱者James M. Robins, Miguel A. Hernan, Babette BrumbackRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
種類Causal model / semiparametric weightingCausal inference / reweighting
原典Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. 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MSM, MSM-IPTW, marginal structural Cox model, weighted structural modelPSW, inverse probability weighting, IPW, propensity-based weighting
関連56
概要A marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail.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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ScholarGate手法を比較: Marginal Structural Model · Propensity Score Weighting. 2026-06-17に以下より取得 https://scholargate.app/ja/compare