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傾向スコア重み付け(PSW / IPW)×二重に頑健な推定量(AIPW)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年1983 (propensity score); 2003 (efficient IPW estimator)2005
提唱者Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)Robins & Rotnitzky; Bang & Robins
種類Causal inference / reweightingSemiparametric causal estimator
原典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 ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
別名PSW, inverse probability weighting, IPW, propensity-based weightingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
関連65
概要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).Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
ScholarGateデータセット
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  3. PUBLISHED
  1. v1
  2. 2 出典
  3. PUBLISHED

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ScholarGate手法を比較: Propensity Score Weighting · Doubly Robust Estimation. 2026-06-18に以下より取得 https://scholargate.app/ja/compare