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| 강건 주변 구조 모델× | 이중차분법 (Diff-in-Diff)× | |
|---|---|---|
| 분야≠ | 인과추론 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2000–2004 | 1994 |
| 창시자≠ | Robins, Hernán & Brumback; robustness extensions by Scharfstein, Rotnitzky, Lunceford & Davidian | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 유형≠ | Causal inference / weighted regression | Causal inference / panel regression |
| 원전≠ | Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 별칭≠ | robust MSM, doubly-robust MSM, sandwich-SE MSM, robust IPTW marginal structural model | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 관련≠ | 6 | 5 |
| 요약≠ | Robust Marginal Structural Models (robust MSMs) extend the standard MSM framework — which uses inverse probability of treatment weighting to handle time-varying confounding — by pairing IPTW estimation with sandwich (robust) standard errors or doubly-robust estimators. This combination yields valid causal estimates and reliable inference even when the outcome regression model is mildly misspecified or weights are moderately variable. | 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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