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Understanding Causal Inference
  • A Guide to Causal Inference
  • Table of Contents
  • About-us
  • Preface
  • What is Causality?
  • Why bother with Causality?
  • Origin of Causality
  • Statistical Inference Vs Causal Inference
  • Decision-Making
  • Why we need Causality?
    • Leaders in the Industry
  • Key Causal Terms and FAQ
  • Assumptions
    • Causal Assumptions
  • Bias
    • Selection Bias
    • Correlation is not Causation
      • Simpsons Paradox
  • Causal Graphs
    • Colliders
    • Confounders
    • Mediators
    • Back Door Paths
    • Front Door Paths
    • Structural Causal Model
    • do-calculus
    • Graph Theory
    • Build your DAG
    • Testable Implications
    • Limitations of Causal Graphs
  • Counterfactuals
    • Potential Outcomes Framework
  • Modeling for Causal Inference
    • Experimental Data
      • Randomization
        • Problems with Randomization
        • A/B Testing
          • Experiment
    • Non-Experimental / Observational Data
      • Instrumental Variables
      • Weighting
        • Inverse Propensity Weighting
      • Propensity Score
      • Sensitivity Analysis
      • Regression Discontinuity
      • Matching
      • Stratification
        • Methods
        • Implications
  • Tools and Libraries
    • DoWhy
      • Do-Sampler
      • EconML
      • Workflow
    • Causal Graphical Models
    • CausalInference
    • Dagitty
    • Other Libraries
  • Limitations of Causal Inference
    • Fundamental Problem of Causal Inference
  • Real-World Implementations
  • What's Next
  • References
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  1. Modeling for Causal Inference
  2. Non-Experimental / Observational Data

Propensity Score

PreviousInverse Propensity WeightingNextSensitivity Analysis

Last updated 4 years ago

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The Propensity Score method builds a logistic regression model that can predict the probability of a person being given the treatment. It is denoted by p(x)

p(x)=P(T=1∣X=x)p(x)=P(T=1|X=x)p(x)=P(T=1∣X=x)

There are multiple sub-methods for Propensity scores:

  1. Propensity based stratification

  2. Propensity score matching

  3. Inverse Propensity Weighting