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差分の差 (Difference-in-Differences, DiD)×最小二乗法 (OLS) 回帰×パネルデータ固定効果モデル×
分野計量経済学計量経済学計量経済学
系統Regression modelRegression modelRegression model
提唱年199420192014
提唱者Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)Wooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
種類Causal inference / panel regressionLinear regressionPanel data regression
原典Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
別名diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
関連555
概要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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGate手法を比較: Difference-in-Differences · OLS Regression · Panel Fixed Effects. 2026-06-18に以下より取得 https://scholargate.app/ja/compare