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매칭 추정량×이중 강건 추정 (AIPW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도19732005
창시자Rubin (1973); large-sample theory by Abadie & Imbens (2006)Robins & Rotnitzky; Bang & Robins
유형Nonparametric matching / causal inferenceSemiparametric causal estimator
원전Abadie, A., & Imbens, G. W. (2006). Large Sample Properties of Matching Estimators for Average Treatment Effects. Econometrica, 74(1), 235-267. 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 ↗
별칭nearest-neighbor matching, NNM, matching on covariates, covariate matchingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
관련65
요약The matching estimator identifies the causal effect of a treatment by pairing each treated unit with one or more untreated units that have similar observed characteristics. Formalised by Rubin (1973) and given rigorous large-sample theory by Abadie and Imbens (2006), it constructs a credible control group from observational data without requiring a parametric model for the outcome.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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