Сравнение на методи
Прегледайте избраните методи един до друг; редовете с разлики са откроени.
| Метод на разликите в разликите (Difference-in-Differences, DiD)× | Метод на най-малките квадрати (МНК)× | Модел с фиксирани ефекти за панелни данни× | |
|---|---|---|---|
| Област | Иконометрия | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model | Regression model |
| Година на възникване≠ | 1994 | 2019 | 2014 |
| Създател≠ | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) | Wooldridge (textbook treatment); classical least squares | Hsiao (textbook treatment); within transformation of panel data |
| Тип≠ | Causal inference / panel regression | Linear regression | Panel data regression |
| Основополагащ източник≠ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Други названия≠ | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Свързани | 5 | 5 | 5 |
| Резюме≠ | 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. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGateНабор от данни ↗ |
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