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| 政策評価のための介入時系列分析× | 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≠ | 1975 (intervention analysis); 2000s–2010s (policy evaluation framing) | 1994 |
| 提唱者≠ | Box & Tiao (1975); popularised for policy by Shadish, Cook & Campbell (2002) and Bernal et al. (2017) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Quasi-experimental causal design | Causal inference / panel regression |
| 原典≠ | Bernal, J. L., Cummins, S., & Gasparrini, A. (2017). Interrupted time series regression for the evaluation of public health interventions: a tutorial. International Journal of Epidemiology, 46(1), 348-355. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | ITS for policy evaluation, policy ITS, segmented regression for policy, policy impact ITS | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 4 | 5 |
| 概要≠ | Interrupted Time Series (ITS) for policy evaluation uses routinely collected aggregate time-series data to estimate the causal impact of a policy change. A segmented regression model splits the series at a known intervention date, estimating both an immediate level shift and a change in trend attributable to the policy — without requiring a randomised control group. | 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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