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강건 매칭 추정량 (편향 보정 매칭)×역확률 가중치 (Inverse Probability Weighting, IPW / IPTW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2006/20112000
창시자Abadie & ImbensRobins, Hernán & Brumback
유형Causal inference / matchingCausal inference weighting estimator
원전Abadie, A., & Imbens, G. W. (2011). Bias-Corrected Matching Estimators for Average Treatment Effects. Journal of Business & Economic Statistics, 29(1), 1-11. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
별칭bias-corrected matching, Abadie-Imbens matching, AI matching estimator, robust nearest-neighbor matchingIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
관련65
요약The robust matching estimator, developed by Abadie and Imbens (2006, 2011), extends nearest-neighbor matching by adding a regression-based bias correction that removes the finite-sample bias arising when matched units are not perfectly alike. It yields consistent, asymptotically normal estimates of average treatment effects with a heteroskedasticity-robust variance formula that is valid regardless of the number of continuous covariates.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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