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ロバスト差分-イン-差分法×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2021-20231994
提唱者Callaway & Sant'Anna; Sun & Abraham; Roth et al. (synthesised 2021-2023)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Causal inference / panel regressionCausal inference / panel regression
原典Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名robust DiD, heterogeneity-robust DiD, staggered DiD, disaggregated ATT DiDdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連55
概要Robust Difference-in-Differences is a family of modern DiD estimators designed to remain valid when treatment timing is staggered across units and treatment effects are heterogeneous over time or across groups. Classical two-way fixed-effects (TWFE) DiD can be severely biased in such settings; robust variants estimate group-time average treatment effects (ATTs) separately and then aggregate them in a theoretically sound way.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: Robust Difference-in-Differences · Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare