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베이즈 도구 변수 (Bayesian IV)×성향 점수 매칭×
분야인과추론연구 통계
계열Regression modelProcess / pipeline
기원 연도20031983
창시자Kleibergen & Zivot (2003); Lancaster (2004)Paul Rosenbaum and Donald Rubin
유형Causal inference / Bayesian estimationMethod
원전Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. 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 ↗
별칭Bayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIVPSM, propensity score weighting, covariate balance
관련63
요약Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.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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