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기계 학습 증강 성향 점수 매칭×이중 강건 추정 (AIPW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20042005
창시자McCaffrey, Ridgeway & Morral (2004); Westreich, Lessler & Funk (2010)Robins & Rotnitzky; Bang & Robins
유형Causal inference / matchingSemiparametric causal estimator
원전McCaffrey, D. F., Ridgeway, G., & Morral, A. R. (2004). Propensity score estimation with boosted regression for evaluating causal effects in observational studies. Psychological Methods, 9(4), 403-425. DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
별칭ML-PSM, boosted propensity score matching, ML-augmented PSM, nonparametric propensity score matchingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
관련65
요약Machine learning-augmented propensity score matching (ML-PSM) replaces the traditional logistic regression used to estimate propensity scores with flexible machine learning algorithms — such as gradient boosted trees, random forests, or LASSO — to better capture complex, nonlinear relationships among covariates. The resulting richer propensity scores improve covariate balance and reduce bias in the estimated average treatment effect on the treated (ATT).Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
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