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| パネルデータランダム効果モデル× | 差分の差 (Difference-in-Differences, DiD)× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2021 | 1994 |
| 提唱者≠ | Baltagi (textbook treatment); classical random-effects panel estimator | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Panel data regression | Causal inference / panel regression |
| 原典≠ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | random effects panel model, RE estimator, GLS random effects, Panel Veri — Rassal Etkiler Modeli | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連 | 5 | 5 |
| 概要≠ | The Random Effects model is a panel-data regression that treats unobserved individual heterogeneity as a random component drawn from a common distribution, rather than a separate parameter for each unit. It is a standard estimator in panel econometrics, developed in textbook treatments such as Baltagi's Econometric Analysis of Panel Data (2021). | 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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