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| 頑健的傾向スコアマッチング× | 二重に頑健な推定量(AIPW)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2016 (robust variance correction); 1983 (PSM foundations) | 2005 |
| 提唱者≠ | Abadie & Imbens (2016) for matching-on-estimated-propensity-score with corrected variance; Rosenbaum & Rubin (1983) for PSM foundations | Robins & Rotnitzky; Bang & Robins |
| 種類≠ | Quasi-experimental matching estimator with robust inference | Semiparametric causal estimator |
| 原典≠ | Abadie, A., & Imbens, G. W. (2016). Matching on the Estimated Propensity Score. Econometrica, 84(2), 781-807. 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 | robust PSM, PSM with robust variance, bias-corrected PSM, matching with robust inference | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| 関連≠ | 6 | 5 |
| 概要≠ | Robust Propensity Score Matching (robust PSM) is a quasi-experimental causal inference method that pairs treated and control units on their estimated probability of receiving treatment (the propensity score), then estimates the average treatment effect using variance estimators that account for the uncertainty introduced by estimating the propensity score itself. The correction, developed by Abadie and Imbens (2016), prevents misleading inference that standard bootstrap or analytic formulas produce when applied naively after matching. | 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. |
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