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| ロバスト周辺構造モデル× | 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≠ | 2000–2004 | 1994 |
| 提唱者≠ | Robins, Hernán & Brumback; robustness extensions by Scharfstein, Rotnitzky, Lunceford & Davidian | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Causal inference / weighted regression | Causal inference / panel regression |
| 原典≠ | Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | robust MSM, doubly-robust MSM, sandwich-SE MSM, robust IPTW marginal structural model | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 6 | 5 |
| 概要≠ | Robust Marginal Structural Models (robust MSMs) extend the standard MSM framework — which uses inverse probability of treatment weighting to handle time-varying confounding — by pairing IPTW estimation with sandwich (robust) standard errors or doubly-robust estimators. This combination yields valid causal estimates and reliable inference even when the outcome regression model is mildly misspecified or weights are moderately variable. | 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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