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ロバスト差分-イン-差分法×異質的処置効果差の差 (HTE-DiD)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2021-20232021
提唱者Callaway & Sant'Anna; Sun & Abraham; Roth et al. (synthesised 2021-2023)Callaway & Sant'Anna; Sun & Abraham
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 ↗Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-Differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗
別名robust DiD, heterogeneity-robust DiD, staggered DiD, disaggregated ATT DiDHTE-DiD, heterogeneous DiD, CATT estimator, group-time ATT
関連54
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.HTE-DiD extends the classic Difference-in-Differences estimator to settings where treatment effects vary across units, time periods, or treatment cohorts. Developed formally by Callaway and Sant'Anna (2021) and Sun and Abraham (2021), it avoids the biases that arise when a conventional two-way fixed-effects regression is used with staggered adoption or effect heterogeneity, by estimating cohort-and-time-specific average treatment effects that can then be aggregated flexibly.
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  3. PUBLISHED

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ScholarGate手法を比較: Robust Difference-in-Differences · Heterogeneous Treatment Effect Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare