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ベイズ合成コントロール法×差分の差 (Difference-in-Differences, DiD)×
分野因果推論計量経済学
系統Regression modelRegression model
提唱年2015 (Bayesian formulation); 2003 (original SCM by Abadie & Gardeazabal)1994
提唱者Brodersen, Gallusser, Koehler, Remy & Scott; building on Abadie, Diamond & HainmuellerCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Bayesian causal inference / synthetic controlCausal inference / panel regression
原典Brodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名Bayesian SCM, Bayesian synthetic controls, probabilistic synthetic control, Bayesian SCdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連55
概要The Bayesian Synthetic Control Method estimates the causal effect of an intervention on a single treated unit by constructing a probabilistic counterfactual from a weighted combination of untreated donor units. Unlike the classical SCM, it places a prior distribution over the synthetic weights, yielding full posterior uncertainty intervals for the counterfactual trajectory and the treatment effect at each post-intervention time point.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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  3. PUBLISHED

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ScholarGate手法を比較: Bayesian Synthetic Control Method · Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare