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이중차분법 (Diff-in-Diff)×최소제곱법(OLS) 회귀×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19942019
창시자Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)Wooldridge (textbook treatment); classical least squares
유형Causal inference / panel regressionLinear regression
원전Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련55
요약Difference-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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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