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複数期間二重にロバストな推定×傾向スコアマッチング×
分野因果推論研究統計
系統Regression modelProcess / pipeline
提唱年1994-20211983
提唱者Robins, Rotnitzky, and Zhao; extended by Bang & Robins (2005) and Callaway & Sant'Anna (2021)Paul Rosenbaum and Donald Rubin
種類Semiparametric causal estimatorMethod
原典Bang, H., & Robins, J. M. (2005). Doubly robust estimation in missing data and causal inference models. Biometrics, 61(4), 962-973. 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longitudinal DR estimation, multi-period DR, multi-wave doubly robust, sequential doubly robust estimationPSM, propensity score weighting, covariate balance
関連63
概要Multi-period doubly robust (DR) estimation extends the classic doubly robust approach to longitudinal settings with multiple treatment periods and time points. It combines an outcome regression model and a propensity score model for each period, retaining consistency of the causal effect estimate as long as at least one of the two models is correctly specified at every time point.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGate手法を比較: Multi-period Doubly Robust Estimation · Propensity Score Matching. 2026-06-18に以下より取得 https://scholargate.app/ja/compare