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베이지안 성향 점수 매칭×베이즈 차이의 차이(Bayesian Difference-in-Differences)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20122015-2023
창시자Kaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
유형Bayesian causal inference / matchingBayesian causal inference / panel regression
원전Kaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
별칭Bayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weightingBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
관련65
요약Bayesian Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.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 Propensity Score Matching · Bayesian Difference-in-Differences. 2026-06-15에 다음에서 검색함: https://scholargate.app/ko/compare