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| 정책 평가 역확률 가중치 (Policy Evaluation Inverse Probability Weighting)× | 역확률 가중치 (Inverse Probability Weighting, IPW / IPTW)× | |
|---|---|---|
| 분야 | 인과추론 | 인과추론 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1952 (IPW origin); 2000s (policy evaluation application) | 2000 |
| 창시자≠ | Horvitz & Thompson (1952); extended to causal policy settings by Robins, Hernan & Brumback (2000) and Imbens & Wooldridge (2009) | Robins, Hernán & Brumback |
| 유형≠ | Reweighting estimator for causal policy analysis | Causal inference weighting estimator |
| 원전≠ | Imbens, G. W., & Wooldridge, J. M. (2009). Recent Developments in the Econometrics of Program Evaluation. Journal of Economic Literature, 47(1), 5-86. DOI ↗ | Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ |
| 별칭≠ | IPW policy evaluation, propensity-weighted policy analysis, inverse probability of treatment weighting | IPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting |
| 관련≠ | 6 | 5 |
| 요약≠ | Policy evaluation inverse probability weighting (IPW) uses estimated propensity scores to reweight observed units so that the weighted sample mimics a randomised experiment. Each unit is weighted by the inverse of its probability of receiving the policy, creating a pseudo-population in which treatment assignment is independent of observed covariates and the average treatment effect (ATE) can be read off directly. | 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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