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稳健边际结构模型×倾向得分加权法 (PSW / IPW)×
领域因果推断因果推断
方法族Regression modelRegression model
起源年份2000–20041983 (propensity score); 2003 (efficient IPW estimator)
提出者Robins, Hernán & Brumback; robustness extensions by Scharfstein, Rotnitzky, Lunceford & DavidianRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
类型Causal inference / weighted regressionCausal inference / reweighting
开创性文献Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. 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robust MSM, doubly-robust MSM, sandwich-SE MSM, robust IPTW marginal structural modelPSW, inverse probability weighting, IPW, propensity-based weighting
相关66
摘要Robust Marginal Structural Models (robust MSMs) extend the standard MSM framework — which uses inverse probability of treatment weighting to handle time-varying confounding — by pairing IPTW estimation with sandwich (robust) standard errors or doubly-robust estimators. This combination yields valid causal estimates and reliable inference even when the outcome regression model is mildly misspecified or weights are moderately variable.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).
ScholarGate数据集
  1. v1
  2. 2 来源
  3. PUBLISHED
  1. v1
  2. 2 来源
  3. PUBLISHED

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