Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Mašīnmācīšanās papildinātā noslieces rādītāja svēršana× | Divkārši robusta novērtēšana (AIPW)× | |
|---|---|---|
| Nozare | Cēloņsakarību secināšana | Cēloņsakarību secināšana |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2010–2018 | 2005 |
| Autors≠ | Lee, Lessler & Stuart (2010); Chernozhukov et al. (2018, DML framework) | Robins & Rotnitzky; Bang & Robins |
| Tips≠ | Causal inference / semiparametric weighting | Semiparametric causal estimator |
| Pirmavots≠ | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗ | Robins, 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 ↗ |
| Citi nosaukumi | ML-PSW, ML-augmented IPW, machine learning propensity weighting, nonparametric propensity score weighting | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| Saistītās | 5 | 5 |
| Kopsavilkums≠ | Machine learning-augmented propensity score weighting (ML-PSW) replaces logistic regression with flexible ML algorithms — such as gradient boosting, LASSO, or random forests — to estimate the propensity score, then uses inverse probability weights to balance treated and control groups. This reduces model-misspecification bias when the true relationship between covariates and treatment assignment is complex or high-dimensional. | 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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