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パネルデータ傾向スコア重み付け×Marginal Structural Model (MSM)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2000-20032000
提唱者Hirano, Imbens & Ridder; Robins, Hernan & BrumbackJames M. Robins, Miguel A. Hernan, Babette Brumback
種類Causal inference / panel weightingCausal model / semiparametric weighting
原典Hirano, K., Imbens, G. W., & Ridder, G. (2003). Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score. Econometrica, 71(4), 1161-1189. DOI ↗Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
別名panel PSW, panel IPW, longitudinal propensity score weighting, panel inverse probability weightingMSM, MSM-IPTW, marginal structural Cox model, weighted structural model
関連55
概要Panel Data Propensity Score Weighting (panel PSW) extends inverse probability weighting to longitudinal settings where the same units are observed across multiple time periods. It reweights observations by the inverse of each unit's time-varying probability of receiving treatment, creating a pseudo-population in which treatment is balanced on observed covariates at each period, and then estimates causal effects from repeated-measures data.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.
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  3. PUBLISHED

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ScholarGate手法を比較: Panel Data Propensity Score Weighting · Marginal Structural Model. 2026-06-17に以下より取得 https://scholargate.app/ja/compare