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政策評価における逆確率重み付け×Marginal Structural Model (MSM)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年1952 (IPW origin); 2000s (policy evaluation application)2000
提唱者Horvitz & Thompson (1952); extended to causal policy settings by Robins, Hernan & Brumback (2000) and Imbens & Wooldridge (2009)James M. Robins, Miguel A. Hernan, Babette Brumback
種類Reweighting estimator for causal policy analysisCausal model / semiparametric weighting
原典Imbens, G. W., & Wooldridge, J. M. (2009). Recent Developments in the Econometrics of Program Evaluation. Journal of Economic Literature, 47(1), 5-86. 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IPW policy evaluation, propensity-weighted policy analysis, inverse probability of treatment weightingMSM, MSM-IPTW, marginal structural Cox model, weighted structural model
関連65
概要Policy evaluation inverse probability weighting (IPW) uses estimated propensity scores to reweight observed units so that the weighted sample mimics a randomised experiment. Each unit is weighted by the inverse of its probability of receiving the policy, creating a pseudo-population in which treatment assignment is independent of observed covariates and the average treatment effect (ATE) can be read off directly.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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ScholarGate手法を比較: Policy Evaluation Inverse Probability Weighting · Marginal Structural Model. 2026-06-18に以下より取得 https://scholargate.app/ja/compare