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| マッチング推定量× | 差分の差 (Difference-in-Differences, DiD)× | |
|---|---|---|
| 分野≠ | 因果推論 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1973 | 1994 |
| 提唱者≠ | Rubin (1973); large-sample theory by Abadie & Imbens (2006) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Nonparametric matching / causal inference | Causal inference / panel regression |
| 原典≠ | Abadie, A., & Imbens, G. W. (2006). Large Sample Properties of Matching Estimators for Average Treatment Effects. Econometrica, 74(1), 235-267. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | nearest-neighbor matching, NNM, matching on covariates, covariate matching | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 6 | 5 |
| 概要≠ | The matching estimator identifies the causal effect of a treatment by pairing each treated unit with one or more untreated units that have similar observed characteristics. Formalised by Rubin (1973) and given rigorous large-sample theory by Abadie and Imbens (2006), it constructs a credible control group from observational data without requiring a parametric model for the outcome. | 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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