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Bayesiansk propensity score-vægtning×Bayesiansk Difference-in-Differences×
FagområdeKausal inferensKausal inferens
FamilieRegression modelRegression model
Oprindelsesår20092015-2023
OphavspersonMcCandless, Gustafson & AustinLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
TypeBayesian causal weighting estimatorBayesian causal inference / panel regression
Oprindelig kildeMcCandless, L. C., Gustafson, P., & Austin, P. C. (2009). Bayesian propensity score analysis for observational data. Statistics in Medicine, 28(1), 94–112. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
AliasserBayesian PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weightingBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Relaterede65
ResuméBayesian Propensity Score Weighting estimates causal treatment effects in observational data by combining a Bayesian model for the propensity score with inverse probability weighting. By placing a prior over propensity-score parameters and propagating posterior uncertainty through the weighting step, this approach yields fully probabilistic uncertainty intervals for the average treatment effect, accounting for the uncertainty in both the score model and the outcome.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 Weighting · Bayesian Difference-in-Differences. Hentet 2026-06-15 fra https://scholargate.app/da/compare