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| ロバスト逆確率重み付け (Robust IPW)× | 傾向スコアマッチング× | |
|---|---|---|
| 分野≠ | 因果推論 | 研究統計 |
| 系統≠ | Regression model | Process / pipeline |
| 提唱年≠ | 2000-2004 | 1983 |
| 提唱者≠ | Lunceford & Davidian (2004); Robins, Hernán & Brumback (2000) | Paul Rosenbaum and Donald Rubin |
| 種類≠ | Causal weighting estimator | Method |
| 原典≠ | Lunceford, J. K., & Davidian, M. (2004). Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine, 23(19), 2937-2960. 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≠ | Robust IPW, Stabilized IPW, Trimmed IPW, Variance-robust IPW | PSM, propensity score weighting, covariate balance |
| 関連≠ | 5 | 3 |
| 概要≠ | Robust Inverse Probability Weighting is a causal inference estimator that reweights observed units by stabilized or trimmed propensity score weights, then applies sandwich or bootstrap variance estimation to guard against model misspecification, extreme weights, and inflated standard errors. It extends standard IPW to improve finite-sample performance and inferential reliability in observational studies. | Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias. |
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