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| 動学的操作変数法(動学パネルIV / Arellano-Bond法)× | 因果推論のための操作変数(IV)法× | |
|---|---|---|
| 分野≠ | 因果推論 | 医療経済学 |
| 系統≠ | Regression model | Process / pipeline |
| 提唱年≠ | 1991 | 1990s (modern applications) |
| 提唱者≠ | Arellano & Bond (1991); extended by Blundell & Bond (1998) | Angrist & Pischke (applied econometrics); rooted in econometric theory |
| 種類≠ | Dynamic panel causal estimation | Method |
| 原典≠ | Arellano, M., & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Economic Studies, 58(2), 277-297. DOI ↗ | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ |
| 別名 | Dynamic IV, Dynamic Panel IV, Arellano-Bond GMM, System GMM | IV, two-stage least squares, TSLS, causal estimation |
| 関連≠ | 5 | 3 |
| 概要≠ | Dynamic Instrumental Variables estimation addresses endogeneity in panel models where the outcome depends on its own past values. By first-differencing to remove unit fixed effects and then using lagged levels as instruments for the differenced lagged outcome, it produces consistent causal estimates even when standard OLS or fixed-effects are biased by dynamic feedback. | Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes. |
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