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Машинное обучение с дополненной оценкой контрфактического воздействия×Метод подбора на основе оценки склонности×
ОбластьПричинно-следственный выводСтатистика исследований
СемействоRegression modelProcess / pipeline
Год появления2016-20191983
Автор методаChernozhukov et al.; Athey & ImbensPaul Rosenbaum and Donald Rubin
ТипCausal inference / ML-augmented evaluationMethod
Основополагающий источникChernozhukov, 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 ↗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 названияML-augmented counterfactual evaluation, ML-CIE, causal ML impact evaluation, double ML counterfactual evaluationPSM, propensity score weighting, covariate balance
Связанные53
СводкаMachine learning-augmented counterfactual impact evaluation combines the credibility of potential-outcomes causal inference with the flexibility of modern ML algorithms. Rather than imposing parametric functional forms for confounders, ML learners — such as lasso, random forests, or neural nets — estimate nuisance functions (propensity scores, outcome regressions) that are then used to construct approximately unbiased estimates of causal effects. The canonical instantiation is Double/Debiased Machine Learning (DML), formalized by Chernozhukov et al. (2018).Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGateСравнение методов: Machine Learning-Augmented Counterfactual Impact Evaluation · Propensity Score Matching. Получено 2026-06-18 из https://scholargate.app/ru/compare