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| 因果推論における感度分析× | 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≠ | 1983–2002 | 1994 |
| 提唱者≠ | Paul R. Rosenbaum (hidden-bias framework); extended by Cinelli & Hazlett (omitted-variable approach) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Diagnostic / robustness check | Causal inference / panel regression |
| 原典≠ | Rosenbaum, P. R. (2002). Observational Studies (2nd ed.). Springer. ISBN: 978-0387989679 | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 別名≠ | sensitivity analysis, hidden-bias sensitivity analysis, Rosenbaum sensitivity analysis, omitted-variable sensitivity | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連≠ | 4 | 5 |
| 概要≠ | Sensitivity analysis for causality assesses how robust a causal conclusion is to unobserved confounding. Rather than assuming all confounders are controlled, it asks: how strong would an unmeasured variable need to be to overturn the estimated effect? It is an indispensable robustness check after any quasi-experimental or observational causal analysis. | 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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