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패널 데이터 역확률 가중치 (Panel Data Inverse Probability Weighting)×Marginal Structural Model (MSM)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20002000
창시자Robins, Hernan & BrumbackJames M. Robins, Miguel A. Hernan, Babette Brumback
유형Reweighting / causal inferenceCausal model / semiparametric weighting
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., Hernan, 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 IPTWMSM, MSM-IPTW, marginal structural Cox model, weighted structural model
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.A marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail.
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