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パネルデータ周辺構造モデル(MSM)×逆確率重み付け法 (IPW / IPTW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20002000
提唱者James M. Robins, Miguel A. Hernan, Babette BrumbackRobins, Hernán & Brumback
種類Causal model for time-varying treatmentsCausal inference weighting estimator
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 ↗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MSM panel, longitudinal MSM, panel MSM, time-varying treatment MSMIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
関連55
概要A panel data marginal structural model (MSM) uses inverse probability of treatment weighting (IPTW) across multiple time periods to estimate the causal effect of a time-varying treatment, while appropriately adjusting for time-varying confounders that are themselves affected by prior treatment — a bias source that conventional regression cannot handle.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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ScholarGate手法を比較: Panel Data Marginal Structural Model · Inverse Probability Weighting. 2026-06-17に以下より取得 https://scholargate.app/ja/compare