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베이지안 주변 구조 모형×베이즈 차이의 차이(Bayesian Difference-in-Differences)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2015 (Bayesian extension); 2000 (MSM foundation)2015-2023
창시자Saarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
유형Causal inference / Bayesian weighted regressionBayesian causal inference / panel regression
원전Saarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On Bayesian estimation of marginal structural models. Biometrics, 71(2), 279-288. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
별칭Bayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
관련65
요약Bayesian Marginal Structural Model (Bayesian MSM) combines the causal identification power of inverse-probability-weighted marginal structural models with Bayesian posterior inference. Rather than relying on point estimates and asymptotic standard errors, it propagates uncertainty through a full posterior distribution over causal effect parameters, offering coherent uncertainty quantification for causal effects of time-varying treatments.Bayesian 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.
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ScholarGate방법 비교: Bayesian Marginal Structural Model · Bayesian Difference-in-Differences. 2026-06-15에 다음에서 검색함: https://scholargate.app/ko/compare