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강건 역확률 가중치 (Robust IPW)×성향 점수 매칭×
분야인과추론연구 통계
계열Regression modelProcess / pipeline
기원 연도2000-20041983
창시자Lunceford & Davidian (2004); Robins, Hernán & Brumback (2000)Paul Rosenbaum and Donald Rubin
유형Causal weighting estimatorMethod
원전Lunceford, J. K., & Davidian, M. (2004). Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine, 23(19), 2937-2960. DOI ↗Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗
별칭Robust IPW, Stabilized IPW, Trimmed IPW, Variance-robust IPWPSM, propensity score weighting, covariate balance
관련53
요약Robust Inverse Probability Weighting is a causal inference estimator that reweights observed units by stabilized or trimmed propensity score weights, then applies sandwich or bootstrap variance estimation to guard against model misspecification, extreme weights, and inflated standard errors. It extends standard IPW to improve finite-sample performance and inferential reliability in observational studies.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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