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Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.

Bayesiaans Marginaal Structureel Model×Bayesiaanse Instrumentele Variabelen (Bayesian IV)×
VakgebiedCausale inferentieCausale inferentie
FamilieRegression modelRegression model
Jaar van ontstaan2015 (Bayesian extension); 2000 (MSM foundation)2003
GrondleggerSaarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Kleibergen & Zivot (2003); Lancaster (2004)
TypeCausal inference / Bayesian weighted regressionCausal inference / Bayesian estimation
Oorspronkelijke bronSaarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On Bayesian estimation of marginal structural models. Biometrics, 71(2), 279-288. DOI ↗Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. DOI ↗
AliassenBayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMBayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV
Verwant66
SamenvattingBayesian Marginal Structural Model (Bayesian MSM) combines the causal identification power of inverse-probability-weighted marginal structural models with Bayesian posterior inference. Rather than relying on point estimates and asymptotic standard errors, it propagates uncertainty through a full posterior distribution over causal effect parameters, offering coherent uncertainty quantification for causal effects of time-varying treatments.Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.
ScholarGateGegevensset
  1. v1
  2. 2 Bronnen
  3. PUBLISHED
  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Bayesian Marginal Structural Model · Bayesian Instrumental Variables. Geraadpleegd op 2026-06-17 via https://scholargate.app/nl/compare