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Bajezijanski marginalni strukturni model×Баjезиjански инструменталне променљиве (Bayesian IV)×
OblastKauzalno zaključivanjeKauzalno zaključivanje
PorodicaRegression modelRegression model
Godina nastanka2015 (Bayesian extension); 2000 (MSM foundation)2003
TvoracSaarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Kleibergen & Zivot (2003); Lancaster (2004)
TipCausal inference / Bayesian weighted regressionCausal inference / Bayesian estimation
Temeljni izvorSaarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On Bayesian estimation of marginal structural models. Biometrics, 71(2), 279-288. DOI ↗Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. DOI ↗
Drugi naziviBayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMBayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV
Srodne66
SažetakBayesian Marginal Structural Model (Bayesian MSM) combines the causal identification power of inverse-probability-weighted marginal structural models with Bayesian posterior inference. Rather than relying on point estimates and asymptotic standard errors, it propagates uncertainty through a full posterior distribution over causal effect parameters, offering coherent uncertainty quantification for causal effects of time-varying treatments.Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.
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ScholarGateUporedite metode: Bayesian Marginal Structural Model · Bayesian Instrumental Variables. Preuzeto 2026-06-15 sa https://scholargate.app/sr/compare