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분야인과추론인과추론
계열Regression modelRegression model
기원 연도1978–19982012
창시자Donald B. Rubin (Bayesian causal framework); extended by Heckman, Ichimura & Todd (matching estimator formalization)Kaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)
유형Bayesian causal inference / nonparametric matchingBayesian causal inference / matching
원전Rubin, D. B. (1978). Bayesian inference for causal effects: The role of randomization. The Annals of Statistics, 6(1), 34-58. DOI ↗Kaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. DOI ↗
별칭Bayesian matching, Bayesian nonparametric matching, Bayes-ATE matching, posterior matching estimatorBayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weighting
관련66
요약The Bayesian Matching Estimator estimates average treatment effects in observational studies by combining classical nearest-neighbour or kernel matching with a Bayesian posterior over the treatment effect. It inherits matching's covariate-balancing logic while propagating uncertainty through a full posterior distribution rather than relying on asymptotic standard errors, yielding credible intervals that reflect both sampling variability and prior knowledge.Bayesian Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.
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