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Μοντέλο Δομής Οριακών Δεδομένων Πάνελ (MSM)×Διαχρονικά Δεδομένα Διαφορών σε Διαφορές (Panel DiD / TWFE)×
ΠεδίοΑιτιακή ΣυμπερασματολογίαΑιτιακή Συμπερασματολογία
ΟικογένειαRegression modelRegression model
Έτος προέλευσης20001985–2004
ΔημιουργόςJames M. Robins, Miguel A. Hernan, Babette BrumbackAshenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004)
ΤύποςCausal model for time-varying treatmentsCausal inference / panel regression
Θεμελιώδης πηγήRobins, 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
Εναλλακτικές ονομασίεςMSM panel, longitudinal MSM, panel MSM, time-varying treatment MSMTwo-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diff
Συναφείς54
ΣύνοψηA panel data marginal structural model (MSM) uses inverse probability of treatment weighting (IPTW) across multiple time periods to estimate the causal effect of a time-varying treatment, while appropriately adjusting for time-varying confounders that are themselves affected by prior treatment — a bias source that conventional regression cannot handle.Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units.
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  3. PUBLISHED

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ScholarGateΣύγκριση μεθόδων: Panel Data Marginal Structural Model · Panel Data Difference-in-Differences. Ανακτήθηκε στις 2026-06-15 από https://scholargate.app/el/compare