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베이지안 주변 구조 모형×역확률 가중치 (Inverse Probability Weighting, IPW / IPTW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2015 (Bayesian extension); 2000 (MSM foundation)2000
창시자Saarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Robins, Hernán & Brumback
유형Causal inference / Bayesian weighted regressionCausal inference weighting estimator
원전Saarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On Bayesian estimation of marginal structural models. Biometrics, 71(2), 279-288. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
별칭Bayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
관련65
요약Bayesian Marginal Structural Model (Bayesian MSM) combines the causal identification power of inverse-probability-weighted marginal structural models with Bayesian posterior inference. Rather than relying on point estimates and asymptotic standard errors, it propagates uncertainty through a full posterior distribution over causal effect parameters, offering coherent uncertainty quantification for causal effects of time-varying treatments.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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