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機械学習拡張型因果影響評価×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2016-20191994
提唱者Chernozhukov et al.; Athey & ImbensCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Causal inference / ML-augmented evaluationCausal inference / panel regression
原典Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名ML-augmented counterfactual evaluation, ML-CIE, causal ML impact evaluation, double ML counterfactual evaluationdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連55
概要Machine learning-augmented counterfactual impact evaluation combines the credibility of potential-outcomes causal inference with the flexibility of modern ML algorithms. Rather than imposing parametric functional forms for confounders, ML learners — such as lasso, random forests, or neural nets — estimate nuisance functions (propensity scores, outcome regressions) that are then used to construct approximately unbiased estimates of causal effects. The canonical instantiation is Double/Debiased Machine Learning (DML), formalized by Chernozhukov et al. (2018).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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ScholarGate手法を比較: Machine Learning-Augmented Counterfactual Impact Evaluation · Difference-in-Differences. 2026-06-17に以下より取得 https://scholargate.app/ja/compare