方法对比
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| 异质性处理效应逆概率加权法 (HTE-IPW)× | 倾向得分加权法 (PSW / IPW)× | |
|---|---|---|
| 领域 | 因果推断 | 因果推断 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 2003–2015 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| 提出者≠ | Hirano, Imbens & Ridder; further developed by Abrevaya, Hsu & Lieli | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| 类型≠ | Causal inference / weighted regression | Causal inference / reweighting |
| 开创性文献≠ | 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 ↗ | 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 ↗ |
| 别名 | HTE-IPW, CATE-IPW, heterogeneous IPW, conditional effect IPW | PSW, inverse probability weighting, IPW, propensity-based weighting |
| 相关≠ | 5 | 6 |
| 摘要≠ | HTE-IPW extends standard inverse probability weighting to recover how causal effects vary across subgroups or covariate values. By reweighting each observation by the inverse of its estimated treatment probability, the method creates a pseudo-population in which treatment is independent of background characteristics, and then estimates conditional average treatment effects (CATEs) as a function of those characteristics. | 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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