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| Байесовски Диференциал-в-Диференциали× | Метод на разликите в разликите (Difference-in-Differences, DiD)× | |
|---|---|---|
| Област≠ | Причинно-следствено заключение | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 2015-2023 | 1994 |
| Създател≠ | Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Тип≠ | Bayesian causal inference / panel regression | Causal inference / panel regression |
| Основополагащ източник≠ | Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Други названия≠ | Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Свързани | 5 | 5 |
| Резюме≠ | Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available. | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. |
| ScholarGateНабор от данни ↗ |
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