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イベントスタディデザイン(因果イベントスタディ)×中断時系列分析(Interrupted Time Series, ITS)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20212002
提唱者Sun & Abraham (2021); Callaway & Sant'Anna (2021)Wagner, Soumerai, Zhang & Ross-Degnan (segmented regression); Bernal, Cummins & Gasparrini (tutorial)
種類Dynamic causal panel regressionQuasi-experimental segmented regression
原典Sun, L. & Abraham, S. (2021). Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. Journal of Econometrics, 225(2), 175–199. DOI ↗Bernal, J. L., Cummins, S., & Gasparrini, A. (2017). Interrupted time series regression for the evaluation of public health interventions: a tutorial. International Journal of Epidemiology, 46(1), 348-355. DOI ↗
別名dynamic difference-in-differences, event-study DiD, dynamic treatment effects, leads-and-lags modelITS analysis, segmented regression of time series, Kesintili Zaman Serisi (ITS) Analizi
関連55
概要The event study design is a generalised difference-in-differences model that estimates a separate treatment-effect coefficient for each period before and after an intervention, tracing the dynamics of the effect over event time. Its modern, heterogeneity-robust form was developed by Sun & Abraham (2021) and Callaway & Sant'Anna (2021).Interrupted Time Series analysis is a quasi-experimental design that estimates the effect of a single, well-dated intervention by comparing the trajectory of an outcome before and after it occurs. Formalised as segmented regression by Wagner and colleagues (2002) and popularised as a public-health evaluation tutorial by Bernal, Cummins and Gasparrini (2017), it separates the intervention's impact into a change in level and a change in slope.
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ScholarGate手法を比較: Event Study Design · Interrupted Time Series. 2026-06-18に以下より取得 https://scholargate.app/ja/compare