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Ponderarea prin probabilitatea inversă a tratamentului (IPW / IPTW)×Estimare Dublu Robustă (AIPW)×
DomeniuInferență cauzalăInferență cauzală
FamilieRegression modelRegression model
Anul apariției20002005
Autorul originalRobins, Hernán & BrumbackRobins & Rotnitzky; Bang & Robins
TipCausal inference weighting estimatorSemiparametric causal estimator
Sursa seminalăRobins, J. M., Hernán, 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 alternativeIPW, IPTW, inverse probability of treatment weighting, marginal structural model weightingAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
Înrudite55
RezumatInverse 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.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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  3. PUBLISHED

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ScholarGateCompară metode: Inverse Probability Weighting · Doubly Robust Estimation. Preluat la 2026-06-18 de pe https://scholargate.app/ro/compare