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패널 데이터 매칭 추정량×패널 데이터 고정 효과 모형×
분야인과추론계량경제학
계열Regression modelRegression model
기원 연도1997-20212014
창시자Heckman, Ichimura & Todd (1997); Imai, Kim & Wang (2021) for panel extensionHsiao (textbook treatment); within transformation of panel data
유형Quasi-experimental causal estimatorPanel data 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 ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
별칭panel matching, matching-on-panel-data, longitudinal matching estimator, PDMEfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
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.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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