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Ponderare Inversă Dinamică a Probabilității×Estimare Dublu Robustă (AIPW)×
DomeniuInferență cauzalăInferență cauzală
FamilieRegression modelRegression model
Anul apariției1986-20002005
Autorul originalJames M. Robins and colleaguesRobins & Rotnitzky; Bang & Robins
TipCausal weighting estimatorSemiparametric causal estimator
Sursa seminalăRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. 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 ↗
Denumiri alternativeDynamic IPW, Time-varying IPW, Longitudinal IPW, Sequential IPWAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
Înrudite45
RezumatDynamic Inverse Probability Weighting (Dynamic IPW) estimates the causal effect of a time-varying treatment sequence by reweighting observed data to mimic a hypothetical randomised trial. Developed by Robins and colleagues in the context of marginal structural models, it handles the challenge that in longitudinal settings, past treatment affects future covariates, which in turn affect future treatment — a feedback loop that standard regression cannot untangle.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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  1. v1
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ScholarGateCompară metode: Dynamic Inverse Probability Weighting · Doubly Robust Estimation. Preluat la 2026-06-18 de pe https://scholargate.app/ro/compare