In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is especially commonly used. However, if the propensity score model is misspecified, the IPW estimator may produce biased estimates of causal effects. Previous studies have proposed some robust propensity score estimation procedures; these methods, however, require consideration of parameters that dominate the uncertainty of sampling and treatment allocation. In this manuscript, we propose a novel Bayesian estimating procedure that necessitates deciding the parameter probability, rather than deterministically. Since both the IPW estimator and the propensity score estimator can be derived as solutions to certain loss functions, the general Bayesian paradigm, which does not require the consideration of the full likelihood, can be applied. In this sense, our proposed method only requires the same level of assumptions as ordinary causal inference contexts.
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