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Робастное взвешивание по обратной вероятности (Robust IPW)×Двухробастное оценивание (AIPW)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления2000-20042005
Автор методаLunceford & Davidian (2004); Robins, Hernán & Brumback (2000)Robins & Rotnitzky; Bang & Robins
ТипCausal weighting estimatorSemiparametric causal estimator
Основополагающий источникLunceford, J. K., & Davidian, M. (2004). Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine, 23(19), 2937-2960. 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 ↗
Другие названияRobust IPW, Stabilized IPW, Trimmed IPW, Variance-robust IPWAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
Связанные55
СводкаRobust Inverse Probability Weighting is a causal inference estimator that reweights observed units by stabilized or trimmed propensity score weights, then applies sandwich or bootstrap variance estimation to guard against model misspecification, extreme weights, and inflated standard errors. It extends standard IPW to improve finite-sample performance and inferential reliability in observational studies.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.
ScholarGateНабор данных
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  2. 2 Источники
  3. PUBLISHED
  1. v1
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ScholarGateСравнение методов: Robust Inverse Probability Weighting · Doubly Robust Estimation. Получено 2026-06-18 из https://scholargate.app/ru/compare