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パネルデータ差分の差分法(Panel DiD / TWFE)×傾向スコアマッチング×
分野因果推論研究統計
系統Regression modelProcess / pipeline
提唱年1985–20041983
提唱者Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004)Paul Rosenbaum and Donald Rubin
種類Causal inference / panel regressionMethod
原典Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗
別名Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-DiffPSM, propensity score weighting, covariate balance
関連43
概要Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGate手法を比較: Panel Data Difference-in-Differences · Propensity Score Matching. 2026-06-15に以下より取得 https://scholargate.app/ja/compare