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| 頑健的傾向スコアマッチング× | 傾向スコア重み付け(PSW / IPW)× | |
|---|---|---|
| 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) | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提唱者≠ | Abadie & Imbens (2016) for matching-on-estimated-propensity-score with corrected variance; Rosenbaum & Rubin (1983) for PSM foundations | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 種類≠ | Quasi-experimental matching estimator with robust inference | Causal inference / reweighting |
| 原典≠ | Abadie, A., & Imbens, G. W. (2016). Matching on the Estimated Propensity Score. Econometrica, 84(2), 781-807. 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 PSM, PSM with robust variance, bias-corrected PSM, matching with robust inference | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 関連 | 6 | 6 |
| 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. | 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). |
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