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パネルデータ操作変数テスト(Panel Data Placebo Test)×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2004-20101994
提唱者Bertrand, Duflo & Mullainathan; Abadie, Diamond & HainmuellerCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Falsification / validation testCausal inference / panel regression
原典Bertrand, M., Duflo, E., & Mullainathan, S. (2004). How Much Should We Trust Differences-in-Differences Estimates? Quarterly Journal of Economics, 119(1), 249-275. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名placebo regression test, falsification test, pseudo-treatment test, in-time placebodiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連45
概要A panel data placebo test is a falsification procedure used to assess the credibility of causal estimates in quasi-experimental panel designs. By applying the same estimation strategy to a period, group, or outcome where no true effect should exist, researchers verify that the observed treatment effect is not merely an artifact of model specification, coincidental trends, or data patterns unrelated to the intervention.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: Panel Data Placebo Test · Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare