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パネルデータ操作変数テスト(Panel Data Placebo Test)×パネルデータ差分の差分法(Panel DiD / TWFE)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2004-20101985–2004
提唱者Bertrand, Duflo & Mullainathan; Abadie, Diamond & HainmuellerAshenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004)
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 placeboTwo-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diff
関連44
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.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.
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ScholarGate手法を比較: Panel Data Placebo Test · Panel Data Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare