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| 베이즈 역확률 가중치× | Marginal Structural Model (MSM)× | |
|---|---|---|
| 분야 | 인과추론 | 인과추론 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2015 | 2000 |
| 창시자≠ | Saarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020) | James M. Robins, Miguel A. Hernan, Babette Brumback |
| 유형≠ | Bayesian causal weighting estimator | Causal model / semiparametric weighting |
| 원전≠ | Saarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On risk prediction and characterisation of treatment effects in a Bayesian framework using the propensity score. Statistics in Medicine, 34(14), 2170-2185. link ↗ | Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ |
| 별칭 | Bayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weighting | MSM, MSM-IPTW, marginal structural Cox model, weighted structural model |
| 관련≠ | 6 | 5 |
| 요약≠ | Bayesian Inverse Probability Weighting (Bayesian IPW) extends the classical IPW estimator by placing prior distributions over the propensity-score model parameters and propagating that uncertainty into the causal-effect estimate. The result is a posterior distribution for the average treatment effect that fully accounts for both propensity-score estimation uncertainty and outcome-model uncertainty, enabling credible-interval inference rather than relying on asymptotic approximations. | A marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail. |
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