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Bayesiansk Propensity Score Matching×Bayesiansk Difference-in-Differences×
FagområdeKausal inferensKausal inferens
FamilieRegression modelRegression model
Oprindelsesår20122015-2023
OphavspersonKaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
TypeBayesian causal inference / matchingBayesian causal inference / panel regression
Oprindelig kildeKaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
AliasserBayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weightingBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Relaterede65
ResuméBayesian Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.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.
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ScholarGateSammenlign metoder: Bayesian Propensity Score Matching · Bayesian Difference-in-Differences. Hentet 2026-06-15 fra https://scholargate.app/da/compare