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패널 데이터 역확률 가중치 (Panel Data Inverse Probability Weighting)×역확률 가중치 (Inverse Probability Weighting, IPW / IPTW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20002000
창시자Robins, Hernan & BrumbackRobins, Hernán & Brumback
유형Reweighting / causal inferenceCausal inference weighting estimator
원전Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
별칭panel IPW, longitudinal IPW, time-varying IPW, panel IPTWIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
관련55
요약Panel Data Inverse Probability Weighting (panel IPW) estimates the causal effect of a time-varying treatment by reweighting observed units to create a pseudo-population in which treatment is independent of measured confounders at each time point. It extends the cross-sectional IPW framework to longitudinal settings where treatment status and confounders both evolve across multiple periods.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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