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Байесовское взвешивание по обратной вероятности×Взвешивание на основе оценки склонности (PSW / IPW)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления20151983 (propensity score); 2003 (efficient IPW estimator)
Автор методаSaarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
ТипBayesian causal weighting estimatorCausal inference / reweighting
Основополагающий источникSaarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On risk prediction and characterisation of treatment effects in a Bayesian framework using the propensity score. Statistics in Medicine, 34(14), 2170-2185. link ↗Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41-55. DOI ↗
Другие названияBayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weightingPSW, inverse probability weighting, IPW, propensity-based weighting
Связанные66
СводкаBayesian Inverse Probability Weighting (Bayesian IPW) extends the classical IPW estimator by placing prior distributions over the propensity-score model parameters and propagating that uncertainty into the causal-effect estimate. The result is a posterior distribution for the average treatment effect that fully accounts for both propensity-score estimation uncertainty and outcome-model uncertainty, enabling credible-interval inference rather than relying on asymptotic approximations.Propensity score weighting is a causal-inference method that reweights observations so that the covariate distributions of treated and untreated units look exchangeable, enabling unbiased estimation of average treatment effects from observational data. Each unit receives a weight that is the inverse of its probability of receiving the treatment it actually received — a strategy formalised by Rosenbaum and Rubin (1983) and given its efficient semiparametric form by Hirano, Imbens and Ridder (2003).
ScholarGateНабор данных
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  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Bayesian Inverse Probability Weighting · Propensity Score Weighting. Получено 2026-06-18 из https://scholargate.app/ru/compare