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パネルデータマッチング推定量×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1997-20211983
提唱者Heckman, Ichimura & Todd (1997); Imai, Kim & Wang (2021) for panel extensionPaul Rosenbaum and Donald Rubin
種類Quasi-experimental causal estimatorMethod
原典Heckman, J. J., Ichimura, H., & Todd, P. E. (1997). Matching as an econometric evaluation estimator: Evidence from evaluating a job training programme. Review of Economic Studies, 64(4), 605-654. DOI ↗Rosenbaum, 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panel matching, matching-on-panel-data, longitudinal matching estimator, PDMEPSM, propensity score weighting, covariate balance
関連63
概要The panel data matching estimator identifies causal treatment effects by pairing each treated unit with one or more control units that share similar covariate histories in the pre-treatment periods. By exploiting the longitudinal structure of panel data, it controls for both observed time-varying confounders and stable unit characteristics, estimating the average treatment effect on the treated (ATT) without requiring a parallel-trends assumption.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 Matching Estimator · Propensity Score Matching. 2026-06-18に以下より取得 https://scholargate.app/ja/compare