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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 modelRegression model
提唱年2000–20042000
提唱者Robins, Hernán & Brumback; robustness extensions by Scharfstein, Rotnitzky, Lunceford & DavidianRobins, Hernán & Brumback
種類Causal inference / weighted regressionCausal 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 modelIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
関連65
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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ScholarGate手法を比較: Robust Marginal Structural Model · Inverse Probability Weighting. 2026-06-17に以下より取得 https://scholargate.app/ja/compare