手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| 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 model | Regression model |
| 提唱年≠ | 2004-2010 | 1994 |
| 提唱者≠ | Bertrand, Duflo & Mullainathan; Abadie, Diamond & Hainmueller | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Falsification / validation test | Causal 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 placebo | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 4 | 5 |
| 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. |
| ScholarGateデータセット ↗ |
|
|