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인과관계에 대한 민감도 분석×이중 강건 추정 (AIPW)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도1983–20022005
창시자Paul R. Rosenbaum (hidden-bias framework); extended by Cinelli & Hazlett (omitted-variable approach)Robins & Rotnitzky; Bang & Robins
유형Diagnostic / robustness checkSemiparametric causal estimator
원전Rosenbaum, P. R. (2002). Observational Studies (2nd ed.). Springer. ISBN: 978-0387989679Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
별칭sensitivity analysis, hidden-bias sensitivity analysis, Rosenbaum sensitivity analysis, omitted-variable sensitivityAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
관련45
요약Sensitivity analysis for causality assesses how robust a causal conclusion is to unobserved confounding. Rather than assuming all confounders are controlled, it asks: how strong would an unmeasured variable need to be to overturn the estimated effect? It is an indispensable robustness check after any quasi-experimental or observational causal analysis.Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
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