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合成差分の差 (Synthetic Difference-in-Differences, SDID)×Interactive Fixed Effects×
分野計量経済学計量経済学
系統Regression modelRegression model
提唱年20212009
提唱者Arkhangelsky, Athey, Hirshberg, Imbens, and WagerJushan Bai
種類Treatment-effect estimationPanel with latent structure
原典Arkhangelsky, D., Athey, S., Hirshberg, D. A., Imbens, G. W., & Wager, S. (2021). Synthetic difference-in-differences. American Economic Review, 111(12), 4088-4118. DOI ↗Bai, J. (2009). Panel data models with interactive fixed effects. Econometric Reviews, 28(4), 289-312. link ↗
別名Synthetic DID, SDIDFactor models with individual heterogeneity
関連33
概要Synthetic Difference-in-Differences (SDID) combines synthetic control and difference-in-differences approaches to estimate treatment effects when a policy or intervention affects one unit (country, firm) at a point in time. Introduced by Arkhangelsky et al. (2021), it improves upon both methods alone by using weighted combinations of controls to match treated units' pre-treatment trends and levels. This yields more precise and robust estimates than classical DiD or synthetic control.Interactive Fixed Effects (IFE) extends standard fixed-effects panel models by allowing unit-specific intercepts to vary not just at the individual level but also with unobserved common time-varying factors. Introduced by Bai (2009), it models heterogeneity as the interaction of individual characteristics and common shocks, ideal for studying cross-sectional variation in how units respond to macro conditions. This framework dominates when common factors drive substantial heterogeneity.
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ScholarGate手法を比較: Synthetic Difference-in-Differences · Interactive Fixed Effects. 2026-06-15に以下より取得 https://scholargate.app/ja/compare