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패널 데이터 매칭 추정량×이중차분법 (Diff-in-Diff)×
분야인과추론계량경제학
계열Regression modelRegression model
기원 연도1997-20211994
창시자Heckman, Ichimura & Todd (1997); Imai, Kim & Wang (2021) for panel extensionCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
유형Quasi-experimental causal estimatorCausal inference / panel regression
원전Heckman, 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 ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
별칭panel matching, matching-on-panel-data, longitudinal matching estimator, PDMEdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
관련65
요약The 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.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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