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ベイズ的マッチング推定量×ベイジアン差分の差 (Bayesian Difference-in-Differences)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年1978–19982015-2023
提唱者Donald B. Rubin (Bayesian causal framework); extended by Heckman, Ichimura & Todd (matching estimator formalization)Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
種類Bayesian causal inference / nonparametric matchingBayesian causal inference / panel regression
原典Rubin, D. B. (1978). Bayesian inference for causal effects: The role of randomization. The Annals of Statistics, 6(1), 34-58. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
別名Bayesian matching, Bayesian nonparametric matching, Bayes-ATE matching, posterior matching estimatorBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
関連65
概要The Bayesian Matching Estimator estimates average treatment effects in observational studies by combining classical nearest-neighbour or kernel matching with a Bayesian posterior over the treatment effect. It inherits matching's covariate-balancing logic while propagating uncertainty through a full posterior distribution rather than relying on asymptotic standard errors, yielding credible intervals that reflect both sampling variability and prior knowledge.Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.
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ScholarGate手法を比較: Bayesian Matching Estimator · Bayesian Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare