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Estimateur par appariement sur données de panel×Appariement par score de propension×
DomaineInférence causaleStatistiques de recherche
FamilleRegression modelProcess / pipeline
Année d'origine1997-20211983
Auteur d'origineHeckman, Ichimura & Todd (1997); Imai, Kim & Wang (2021) for panel extensionPaul Rosenbaum and Donald Rubin
TypeQuasi-experimental causal estimatorMethod
Source fondatriceHeckman, J. J., Ichimura, H., & Todd, P. E. (1997). Matching as an econometric evaluation estimator: Evidence from evaluating a job training programme. Review of Economic Studies, 64(4), 605-654. DOI ↗Rosenbaum, 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 ↗
Aliaspanel matching, matching-on-panel-data, longitudinal matching estimator, PDMEPSM, propensity score weighting, covariate balance
Apparentées63
RésuméThe panel data matching estimator identifies causal treatment effects by pairing each treated unit with one or more control units that share similar covariate histories in the pre-treatment periods. By exploiting the longitudinal structure of panel data, it controls for both observed time-varying confounders and stable unit characteristics, estimating the average treatment effect on the treated (ATT) without requiring a parallel-trends assumption.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 Matching Estimator · Propensity Score Matching. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare