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機械学習拡張差分-イン-差分(ML-DiD)×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2018-20201994
提唱者Chernozhukov et al. (double/debiased ML framework); Sant'Anna & Zhao (2020) for DR-DiDCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Causal inference / semiparametricCausal 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-DiD, double/debiased ML DiD, DML difference-in-differences, augmented DiDdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連65
概要Machine learning-augmented DiD combines the classic difference-in-differences identification strategy with flexible ML estimators for nuisance functions — the propensity score and the outcome regression — to obtain valid causal estimates even when treatment selection and outcome dynamics are complex, high-dimensional, or nonlinear. The approach, rooted in double/debiased machine learning (Chernozhukov et al., 2018) and doubly-robust DiD (Sant'Anna & Zhao, 2020), guards against misspecification bias while preserving the core DiD logic of before-after, treated-versus-control comparisons.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 difference-in-differences · Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare