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베이즈 차이의 차이(Bayesian Difference-in-Differences)×합성 통제 방법 (SCM)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2015-20232003–2010
창시자Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)Alberto Abadie & Javier Gardeazabal (2003); Abadie, Diamond & Hainmueller (2010)
유형Bayesian causal inference / panel regressionQuasi-experimental causal inference
원전Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗Abadie, A., Diamond, A., & Hainmueller, J. (2010). Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program. Journal of the American Statistical Association, 105(490), 493-505. DOI ↗
별칭Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimatorSCM, synthetic control, synth estimator, Abadie-Diamond-Hainmueller method
관련54
요약Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.The Synthetic Control Method estimates the causal effect of a treatment or policy on a single treated unit by constructing a weighted combination of untreated units — the synthetic control — that closely resembles the treated unit before the intervention. The gap between the treated unit and its synthetic counterpart after the intervention is the estimated treatment effect.
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