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| ベイズ的傾向スコア重み付け× | 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 model | Regression model |
| 提唱年≠ | 2009 | 2015-2023 |
| 提唱者≠ | McCandless, Gustafson & Austin | Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series) |
| 種類≠ | Bayesian causal weighting estimator | Bayesian causal inference / panel regression |
| 原典≠ | McCandless, L. C., Gustafson, P., & Austin, P. C. (2009). Bayesian propensity score analysis for observational data. Statistics in Medicine, 28(1), 94–112. DOI ↗ | Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗ |
| 別名 | Bayesian PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weighting | Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator |
| 関連≠ | 6 | 5 |
| 概要≠ | Bayesian Propensity Score Weighting estimates causal treatment effects in observational data by combining a Bayesian model for the propensity score with inverse probability weighting. By placing a prior over propensity-score parameters and propagating posterior uncertainty through the weighting step, this approach yields fully probabilistic uncertainty intervals for the average treatment effect, accounting for the uncertainty in both the score model and the outcome. | 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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