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패널 데이터 플라시보 검정×인과관계에 대한 민감도 분석×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2004-20101983–2002
창시자Bertrand, Duflo & Mullainathan; Abadie, Diamond & HainmuellerPaul R. Rosenbaum (hidden-bias framework); extended by Cinelli & Hazlett (omitted-variable approach)
유형Falsification / validation testDiagnostic / robustness check
원전Bertrand, M., Duflo, E., & Mullainathan, S. (2004). How Much Should We Trust Differences-in-Differences Estimates? Quarterly Journal of Economics, 119(1), 249-275. DOI ↗Rosenbaum, P. R. (2002). Observational Studies (2nd ed.). Springer. ISBN: 978-0387989679
별칭placebo regression test, falsification test, pseudo-treatment test, in-time placebosensitivity analysis, hidden-bias sensitivity analysis, Rosenbaum sensitivity analysis, omitted-variable sensitivity
관련44
요약A panel data placebo test is a falsification procedure used to assess the credibility of causal estimates in quasi-experimental panel designs. By applying the same estimation strategy to a period, group, or outcome where no true effect should exist, researchers verify that the observed treatment effect is not merely an artifact of model specification, coincidental trends, or data patterns unrelated to the intervention.Sensitivity analysis for causality assesses how robust a causal conclusion is to unobserved confounding. Rather than assuming all confounders are controlled, it asks: how strong would an unmeasured variable need to be to overturn the estimated effect? It is an indispensable robustness check after any quasi-experimental or observational causal analysis.
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