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贝叶斯边际结构模型×逆概率治疗加权法 (IPW / IPTW)×
领域因果推断因果推断
方法族Regression modelRegression model
起源年份2015 (Bayesian extension); 2000 (MSM foundation)2000
提出者Saarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Robins, Hernán & Brumback
类型Causal inference / Bayesian weighted regressionCausal inference weighting estimator
开创性文献Saarela, 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 ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
别名Bayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
相关65
摘要Bayesian 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.Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias.
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  1. v1
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  3. PUBLISHED

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ScholarGate方法对比: Bayesian Marginal Structural Model · Inverse Probability Weighting. 于 2026-06-17 检索自 https://scholargate.app/zh/compare