手法を比較
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| 政策評価における二重頑健推定量× | 傾向スコア重み付け(PSW / IPW)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1994-2005 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | Robins, Rotnitzky & Zhao (1994); Bang & Robins (2005) | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Semiparametric causal estimator | Causal inference / reweighting |
| 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 | DR estimation for policy, augmented IPW for policy evaluation, AIPW policy evaluation, doubly robust policy analysis | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連≠ | 5 | 6 |
| 概要≠ | Policy Evaluation Doubly Robust Estimation applies the doubly robust (DR) estimator to assess the causal effect of a public policy or programme. It combines a model of treatment assignment (propensity score) with a model of the outcome, and requires only one of the two models to be correctly specified to produce a consistent estimate of the average treatment effect, making it a resilient tool for programme evaluation. | 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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