방법 비교

	비선형 차분 GMM	인과 추론을 위한 도구 변수(IV) 방법
분야	계량경제학	보건경제학
계열	Regression model	Process / pipeline
기원 연도	1991–2010	1990s (modern applications)
창시자	Wooldridge; building on Arellano and Bond (1991)	Angrist & Pischke (applied econometrics); rooted in econometric theory
유형	Nonlinear panel estimator	Method
원전	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 9780262232586	Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press.
별칭	nonlinear diff-GMM, nonlinear Arellano-Bond GMM, first-difference nonlinear GMM, NL-GMM	IV, two-stage least squares, TSLS, causal estimation
관련	5	3
요약	Nonlinear Difference GMM extends the Arellano-Bond difference GMM estimator to models where the structural relationship between the outcome and its predictors is inherently nonlinear. By first-differencing to eliminate individual fixed effects and then applying GMM moment conditions with lagged levels as instruments, it consistently estimates parameters in dynamic panel settings without requiring a linear functional form.	Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.