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面板数据边际结构模型 (MSM)×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20002000
提出者James M. Robins, Miguel A. Hernan, Babette BrumbackRobins, Hernán & Brumback
类型Causal model for time-varying treatmentsCausal inference weighting estimator
开创性文献Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. 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MSM panel, longitudinal MSM, panel MSM, time-varying treatment MSMIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
相关55
摘要A panel data marginal structural model (MSM) uses inverse probability of treatment weighting (IPTW) across multiple time periods to estimate the causal effect of a time-varying treatment, while appropriately adjusting for time-varying confounders that are themselves affected by prior treatment — a bias source that conventional regression cannot handle.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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  3. PUBLISHED

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