Regression modelQuasi-experimental / causal inference
Propensity Score Weighting (PSW / IPW)
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).
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Sources
- 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: 10.1093/biomet/70.1.41 ↗
- Hirano, K., Imbens, G. W., & Ridder, G. (2003). Efficient estimation of average treatment effects using the estimated propensity score. Econometrica, 71(4), 1161-1189. DOI: 10.1111/1468-0262.00442 ↗
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Referenced by
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