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Инструментальные переменные с применением машинного обучения (ML-IV)×Метод подбора на основе оценки склонности×
ОбластьПричинно-следственный выводСтатистика исследований
СемействоRegression modelProcess / pipeline
Год появления2012-20181983
Автор методаBelloni, Chernozhukov & Hansen; Chernozhukov et al.Paul Rosenbaum and Donald Rubin
ТипCausal inference / semi-parametric estimationMethod
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-IV, MLIV, Double/Debiased ML with IV, DML-IVPSM, propensity score weighting, covariate balance
Связанные43
СводкаMachine learning-augmented instrumental variables combines the causal identification power of classical IV with modern high-dimensional machine learning — using methods such as LASSO, random forests, or neural networks to select valid instruments and model nuisance functions, thereby improving first-stage fit and enabling valid inference even when the number of potential instruments or controls is large relative to the sample size.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 instrumental variables · Propensity Score Matching. Получено 2026-06-18 из https://scholargate.app/ru/compare