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添加757字节 、 2021年5月29日 (六) 12:25
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在观察数据的统计分析中,倾向评分匹配是一种统计匹配技术,它试图通过计算预测接受治疗的协变量来估计治疗、政策或其他干预的效果。PSM 试图减少由于混杂变量造成的偏倚,这些变量可以通过简单地比较接受治疗的单位和没有接受治疗的单位之间的结果来估计治疗效果。保罗 · 罗森鲍姆和唐纳德 · 鲁宾在1983年介绍了这项技术。
 
在观察数据的统计分析中,倾向评分匹配是一种统计匹配技术,它试图通过计算预测接受治疗的协变量来估计治疗、政策或其他干预的效果。PSM 试图减少由于混杂变量造成的偏倚,这些变量可以通过简单地比较接受治疗的单位和没有接受治疗的单位之间的结果来估计治疗效果。保罗 · 罗森鲍姆和唐纳德 · 鲁宾在1983年介绍了这项技术。
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在观察数据的统计分析中,倾向评分匹配Propensity Score Matching (PSM)是一种统计匹配技术,它试图通过计算预测接受治疗的协变量来估计治疗、政策或其他干预的效果。PSM 试图减少由于混杂变量造成的偏倚,这些变量可以通过简单地比较接受治疗的单位和没有接受治疗的单位之间的结果来估计治疗效果。保罗 · 罗森鲍姆和唐纳德 · 鲁宾在1983年介绍了这项技术。
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在观察数据的统计分析中,倾向评分匹配Propensity Score Matching (PSM)是一种统计匹配技术,用来估计治疗、政策或其他干预的效果。它的方法是计算协变量对预测效果的贡献。倾向评分匹配试图减少由于混杂变量造成的偏倚。如果只是通过简单地比较接受治疗的单位和没有接受治疗的单位之间的结果来估计治疗效果,就会出现这些偏倚。保罗·罗森鲍姆Paul R. Rosenbaum和唐纳德·鲁宾Donald Rubin在1983年介绍了这项技术。
    
The possibility of bias arises because a difference in the treatment outcome (such as the [[average treatment effect]]) between treated and untreated groups may be caused by a factor that predicts treatment rather than the treatment itself. In [[randomized experiment]]s, the randomization enables unbiased estimation of treatment effects; for each covariate, randomization implies that treatment-groups will be balanced on average, by the [[law of large numbers]]. Unfortunately, for observational studies, the assignment of treatments to research subjects is typically not random. [[Matching (statistics)|Matching]] attempts to reduce the treatment assignment bias, and mimic randomization, by creating a sample of units that received the treatment that is comparable on all observed covariates to a sample of units that did not receive the treatment.
 
The possibility of bias arises because a difference in the treatment outcome (such as the [[average treatment effect]]) between treated and untreated groups may be caused by a factor that predicts treatment rather than the treatment itself. In [[randomized experiment]]s, the randomization enables unbiased estimation of treatment effects; for each covariate, randomization implies that treatment-groups will be balanced on average, by the [[law of large numbers]]. Unfortunately, for observational studies, the assignment of treatments to research subjects is typically not random. [[Matching (statistics)|Matching]] attempts to reduce the treatment assignment bias, and mimic randomization, by creating a sample of units that received the treatment that is comparable on all observed covariates to a sample of units that did not receive the treatment.
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出现偏倚的可能性是因为治疗组和未治疗组之间治疗结果(如平均治疗效果)的差异可能是由预测治疗的因素而不是治疗本身造成的。在随机实验中,随机化可以对治疗效果进行无偏估计; 对于每个协变量,随机化意味着治疗组将按照大数定律在平均水平上达到平衡。不幸的是,对于观察性研究来说,对研究对象的治疗分配通常不是随机的。匹配试图减少处理分配偏差,并模拟随机化,通过创建一个样本单位接受的处理是可比的所有观察到的协变量的一个样本单位没有接受处理。
 
出现偏倚的可能性是因为治疗组和未治疗组之间治疗结果(如平均治疗效果)的差异可能是由预测治疗的因素而不是治疗本身造成的。在随机实验中,随机化可以对治疗效果进行无偏估计; 对于每个协变量,随机化意味着治疗组将按照大数定律在平均水平上达到平衡。不幸的是,对于观察性研究来说,对研究对象的治疗分配通常不是随机的。匹配试图减少处理分配偏差,并模拟随机化,通过创建一个样本单位接受的处理是可比的所有观察到的协变量的一个样本单位没有接受处理。
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之所以有可能出现偏倚,是因为影响试验组和对照组处理结果差异(如平均处理效果)的因素,可能更多是影响了试验的分组,而不是试验的结果。在随机实验中,随机试验可以对处理效果进行无偏估计; 根据大数定律,随机试验对于每个协变量都意味着试验组在平均水平上达到平衡。不幸的是,对于观察性研究来说,研究对象通常不是被随机地指定到试验组的。匹配就是要减少指定试验对象时引入的偏倚,模拟随机试验,它通过创建一个样本单位接受的处理是可比的所有观察到的协变量的一个样本单位没有接受处理。
    
For example, one may be interested to know the [[Health_effects_of_tobacco#Early_observational_studies|consequences of smoking]]. An observational study is required since it is unethical to randomly assign people to the treatment 'smoking.' The treatment effect estimated by simply comparing those who smoked to those who did not smoke would be biased by any factors that predict smoking (e.g.: gender and age). PSM attempts to control for these biases by making the groups receiving treatment and not-treatment comparable with respect to the control variables.
 
For example, one may be interested to know the [[Health_effects_of_tobacco#Early_observational_studies|consequences of smoking]]. An observational study is required since it is unethical to randomly assign people to the treatment 'smoking.' The treatment effect estimated by simply comparing those who smoked to those who did not smoke would be biased by any factors that predict smoking (e.g.: gender and age). PSM attempts to control for these biases by making the groups receiving treatment and not-treatment comparable with respect to the control variables.
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