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Marginální strukturní model (MSM)×Rozdíl v rozdílech (Diff-in-Diff)×
OborKauzální inferenceEkonometrie
RodinaRegression modelRegression model
Rok vzniku20001994
TvůrceJames M. Robins, Miguel A. Hernan, Babette BrumbackCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
TypCausal model / semiparametric weightingCausal inference / panel regression
Původní zdrojRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Další názvyMSM, MSM-IPTW, marginal structural Cox model, weighted structural modeldiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Příbuzné55
ShrnutíA marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail.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.
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ScholarGatePorovnat metody: Marginal Structural Model · Difference-in-Differences. Získáno 2026-06-15 z https://scholargate.app/cs/compare