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매칭 추정량×이중차분법 (Diff-in-Diff)×
분야인과추론계량경제학
계열Regression modelRegression model
기원 연도19731994
창시자Rubin (1973); large-sample theory by Abadie & Imbens (2006)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
유형Nonparametric matching / causal inferenceCausal inference / panel regression
원전Abadie, A., & Imbens, G. W. (2006). Large Sample Properties of Matching Estimators for Average Treatment Effects. Econometrica, 74(1), 235-267. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
별칭nearest-neighbor matching, NNM, matching on covariates, covariate matchingdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
관련65
요약The matching estimator identifies the causal effect of a treatment by pairing each treated unit with one or more untreated units that have similar observed characteristics. Formalised by Rubin (1973) and given rigorous large-sample theory by Abadie and Imbens (2006), it constructs a credible control group from observational data without requiring a parametric model for the outcome.Difference-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.
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