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| ベイジアンファジー回帰不連続デザイン× | ベイズ操作変数(Bayesian Instrumental Variables, Bayesian IV)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2001 (fuzzy RD identification); 2016 (Bayesian formulation by Chib & Jacobi) | 2003 |
| 提唱者≠ | Chib & Jacobi (Bayesian formulation); Hahn, Todd & Van der Klaauw (fuzzy RD identification) | Kleibergen & Zivot (2003); Lancaster (2004) |
| 種類≠ | Bayesian causal inference / quasi-experimental design | Causal inference / Bayesian estimation |
| 原典≠ | Hahn, J., Todd, P., & Van der Klaauw, W. (2001). Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design. Review of Economic Studies, 68(1), 201-209. DOI ↗ | Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. DOI ↗ |
| 別名≠ | Bayesian Fuzzy RD, Bayesian Fuzzy RDD, Fuzzy RD with Bayesian Inference | Bayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV |
| 関連≠ | 5 | 6 |
| 概要≠ | Bayesian Fuzzy Regression Discontinuity (Bayesian Fuzzy RD) combines the quasi-experimental logic of fuzzy regression discontinuity design with full Bayesian inference. It estimates a local average treatment effect at a policy threshold where treatment assignment is probabilistic rather than deterministic, placing prior distributions over all unknowns and recovering a complete posterior distribution of the causal effect rather than a single point estimate. | Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small. |
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