手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| ロバストマッチング推定量(バイアス補正付きマッチング)× | 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≠ | 2006/2011 | 1994 |
| 提唱者≠ | Abadie & Imbens | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Causal inference / matching | Causal inference / panel regression |
| 原典≠ | Abadie, A., & Imbens, G. W. (2011). Bias-Corrected Matching Estimators for Average Treatment Effects. Journal of Business & Economic Statistics, 29(1), 1-11. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | bias-corrected matching, Abadie-Imbens matching, AI matching estimator, robust nearest-neighbor matching | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 6 | 5 |
| 概要≠ | The robust matching estimator, developed by Abadie and Imbens (2006, 2011), extends nearest-neighbor matching by adding a regression-based bias correction that removes the finite-sample bias arising when matched units are not perfectly alike. It yields consistent, asymptotically normal estimates of average treatment effects with a heteroskedasticity-robust variance formula that is valid regardless of the number of continuous covariates. | 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. |
| ScholarGateデータセット ↗ |
|
|