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| Propensity Score Weighting (PSW / IPW)× | A különbség-különbségek (Diff-in-Diff) módszer× | |
|---|---|---|
| Tudományterület≠ | Oksági következtetés | Ökonometria |
| Módszercsalád | Regression model | Regression model |
| Keletkezés éve≠ | 1983 (propensity score); 2003 (efficient IPW estimator) | 1994 |
| Megalkotó≠ | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Típus≠ | Causal inference / reweighting | Causal inference / panel regression |
| Alapmű≠ | 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 ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Alternatív nevek≠ | PSW, inverse probability weighting, IPW, propensity-based weighting | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Kapcsolódó≠ | 6 | 5 |
| Összefoglaló≠ | Propensity score weighting is a causal-inference method that reweights observations so that the covariate distributions of treated and untreated units look exchangeable, enabling unbiased estimation of average treatment effects from observational data. Each unit receives a weight that is the inverse of its probability of receiving the treatment it actually received — a strategy formalised by Rosenbaum and Rubin (1983) and given its efficient semiparametric form by Hirano, Imbens and Ridder (2003). | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. |
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