Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Instrumentální proměnné pomocí dvoufázové metody nejmenších čtverců (IV/2SLS)× | Párování na základě skóre propensity× | |
|---|---|---|
| Obor≠ | Kauzální inference | Statistika ve výzkumu |
| Rodina≠ | Regression model | Process / pipeline |
| Rok vzniku≠ | 2009 | 1983 |
| Tvůrce≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Paul Rosenbaum and Donald Rubin |
| Typ≠ | Instrumental-variables regression | Method |
| Původní zdroj≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗ |
| Další názvy≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | PSM, propensity score weighting, covariate balance |
| Příbuzné≠ | 5 | 3 |
| Shrnutí≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias. |
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