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| 複数期間因果影響分析× | 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≠ | 2015 (base); multi-period extensions 2017–present | 1994 |
| 提唱者≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Google); extended to multi-period settings by subsequent applied work | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Bayesian structural time-series / quasi-experimental | Causal inference / panel regression |
| 原典≠ | Brodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | multi-period CausalImpact, staggered causal impact, repeated-period causal impact, multi-wave CausalImpact | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 6 | 5 |
| 概要≠ | Multi-period Causal Impact Analysis extends the Bayesian structural time-series framework of Brodersen et al. (2015) to settings where an intervention occurs across multiple distinct periods, is applied at staggered times to different units, or where researchers wish to evaluate cumulative and period-specific effects within a single unified model. It builds a synthetic counterfactual from control covariates and projects it across each intervention window to quantify causal effects. | 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. |
| ScholarGateデータセット ↗ |
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