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First-Difference Estimator(階差推定量)×差分の差 (Difference-in-Differences, DiD)×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201019942014
提唱者Jeffrey Wooldridge (treatment)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)Hsiao (textbook treatment); within transformation of panel data
種類Panel data estimatorCausal inference / panel regressionPanel data regression
原典Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0-262-23258-8Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
別名FD Estimator, First-Difference Panel Estimator, First-Difference OLS, Birinci Fark Tahmincisidiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
関連255
概要The First-Difference (FD) estimator is a panel data method that eliminates unobserved, time-invariant individual heterogeneity by subtracting each unit's observation in period t-1 from its observation in period t. By operating on changes rather than levels, FD removes any fixed individual effect that would otherwise confound causal inference. It is widely used in labor economics, program evaluation, and applied microeconomics whenever researchers suspect persistent unobserved differences across individuals, firms, or countries.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.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: First-Difference Estimator · Difference-in-Differences · Panel Fixed Effects. 2026-06-15に以下より取得 https://scholargate.app/ja/compare