Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Différence-en-différences avec effets hétérogènes (HTE-DiD)× | Différence-en-différences sur données de panel (Panel DiD / TWFE)× | |
|---|---|---|
| Domaine | Inférence causale | Inférence causale |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 2021 | 1985–2004 |
| Auteur d'origine≠ | Callaway & Sant'Anna; Sun & Abraham | Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004) |
| Type | Causal inference / panel regression | Causal inference / panel regression |
| Source fondatrice≠ | Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-Differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Alias | HTE-DiD, heterogeneous DiD, CATT estimator, group-time ATT | Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diff |
| Apparentées | 4 | 4 |
| Résumé≠ | HTE-DiD extends the classic Difference-in-Differences estimator to settings where treatment effects vary across units, time periods, or treatment cohorts. Developed formally by Callaway and Sant'Anna (2021) and Sun and Abraham (2021), it avoids the biases that arise when a conventional two-way fixed-effects regression is used with staggered adoption or effect heterogeneity, by estimating cohort-and-time-specific average treatment effects that can then be aggregated flexibly. | 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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