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패널 데이터 매칭 추정량×매칭 추정량×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도1997-20211973
창시자Heckman, Ichimura & Todd (1997); Imai, Kim & Wang (2021) for panel extensionRubin (1973); large-sample theory by Abadie & Imbens (2006)
유형Quasi-experimental causal estimatorNonparametric matching / causal inference
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 ↗Abadie, A., & Imbens, G. W. (2006). Large Sample Properties of Matching Estimators for Average Treatment Effects. Econometrica, 74(1), 235-267. DOI ↗
별칭panel matching, matching-on-panel-data, longitudinal matching estimator, PDMEnearest-neighbor matching, NNM, matching on covariates, covariate matching
관련66
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.The 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.
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