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다기간 성향 점수 가중치×이중 강건 추정 (AIPW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20002005
창시자Robins, Hernán, and Brumback (building on Robins' g-computation framework)Robins & Rotnitzky; Bang & Robins
유형Quasi-experimental causal inferenceSemiparametric causal estimator
원전Hernán, M. A., & Robins, J. M. (2020). Causal Inference: What If. Chapman & Hall/CRC. link ↗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 ↗
별칭longitudinal propensity score weighting, multi-wave PSW, time-varying propensity score weighting, sequential propensity score weightingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
관련55
요약Multi-period propensity score weighting extends the standard propensity score weighting framework to settings with repeated measurements and time-varying treatments. It constructs stabilised inverse probability weights (IPW) at each time point so that the weighted sample resembles a sequence of randomised experiments, allowing unbiased estimation of causal effects under longitudinal confounding.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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