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| ベイジアン回帰不連続デザイン× | 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≠ | 2004-2016 | 2015-2023 |
| 提唱者≠ | Karabatsos & Walker; Chib & Jacobi | Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series) |
| 種類≠ | Bayesian causal inference / quasi-experimental | Bayesian causal inference / panel regression |
| 原典≠ | Karabatsos, G., & Walker, S. G. (2004). Coherent inference in regression discontinuity designs with a Bayesian nonparametric approach. Journal of the American Statistical Association, 99(468), 1121-1131. link ↗ | Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗ |
| 別名 | Bayesian RDD, Bayesian RD, Bayes RDD, Bayesian regression-discontinuity | Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator |
| 関連 | 5 | 5 |
| 概要≠ | Bayesian Regression Discontinuity Design (Bayesian RDD) embeds the classical RD framework — which estimates a local causal effect at a known assignment cutoff — within a Bayesian inferential engine. Prior distributions are placed on the regression functions on either side of the cutoff and on the treatment-effect parameter, yielding a full posterior distribution over the causal estimand rather than a single point estimate with a frequentist p-value. | 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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