手法を比較
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| ロバスト周辺構造モデル× | 逆確率重み付け法 (IPW / IPTW)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2000–2004 | 2000 |
| 提唱者≠ | Robins, Hernán & Brumback; robustness extensions by Scharfstein, Rotnitzky, Lunceford & Davidian | Robins, Hernán & Brumback |
| 種類≠ | Causal inference / weighted regression | Causal inference weighting estimator |
| 原典 | Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ | Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ |
| 別名≠ | robust MSM, doubly-robust MSM, sandwich-SE MSM, robust IPTW marginal structural model | IPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting |
| 関連≠ | 6 | 5 |
| 概要≠ | Robust Marginal Structural Models (robust MSMs) extend the standard MSM framework — which uses inverse probability of treatment weighting to handle time-varying confounding — by pairing IPTW estimation with sandwich (robust) standard errors or doubly-robust estimators. This combination yields valid causal estimates and reliable inference even when the outcome regression model is mildly misspecified or weights are moderately variable. | Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias. |
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