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Différence-en-différences sur données de panel (Panel DiD / TWFE)×Appariement par score de propension×
DomaineInférence causaleStatistiques de recherche
FamilleRegression modelProcess / pipeline
Année d'origine1985–20041983
Auteur d'origineAshenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004)Paul Rosenbaum and Donald Rubin
TypeCausal inference / panel regressionMethod
Source fondatriceAngrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗
AliasTwo-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-DiffPSM, propensity score weighting, covariate balance
Apparentées43
RésuméPanel 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.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGateComparer des méthodes: Panel Data Difference-in-Differences · Propensity Score Matching. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare