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패널 데이터 역확률 가중치 (Panel Data Inverse Probability Weighting)×패널 데이터 매칭 추정량×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20001997-2021
창시자Robins, Hernan & BrumbackHeckman, Ichimura & Todd (1997); Imai, Kim & Wang (2021) for panel extension
유형Reweighting / causal inferenceQuasi-experimental causal estimator
원전Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Heckman, J. J., Ichimura, H., & Todd, P. E. (1997). Matching as an econometric evaluation estimator: Evidence from evaluating a job training programme. Review of Economic Studies, 64(4), 605-654. DOI ↗
별칭panel IPW, longitudinal IPW, time-varying IPW, panel IPTWpanel matching, matching-on-panel-data, longitudinal matching estimator, PDME
관련56
요약Panel Data Inverse Probability Weighting (panel IPW) estimates the causal effect of a time-varying treatment by reweighting observed units to create a pseudo-population in which treatment is independent of measured confounders at each time point. It extends the cross-sectional IPW framework to longitudinal settings where treatment status and confounders both evolve across multiple periods.The panel data matching estimator identifies causal treatment effects by pairing each treated unit with one or more control units that share similar covariate histories in the pre-treatment periods. By exploiting the longitudinal structure of panel data, it controls for both observed time-varying confounders and stable unit characteristics, estimating the average treatment effect on the treated (ATT) without requiring a parallel-trends assumption.
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