Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| Bayesiaanse Instrumentele Variabelen (Bayesian IV)× | Bayesiaanse Verschil-in-Verschillen× | |
|---|---|---|
| Vakgebied | Causale inferentie | Causale inferentie |
| Familie | Regression model | Regression model |
| Jaar van ontstaan≠ | 2003 | 2015-2023 |
| Grondlegger≠ | Kleibergen & Zivot (2003); Lancaster (2004) | Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series) |
| Type≠ | Causal inference / Bayesian estimation | Bayesian causal inference / panel regression |
| Oorspronkelijke bron≠ | Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. DOI ↗ | Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗ |
| Aliassen | Bayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV | Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator |
| Verwant≠ | 6 | 5 |
| Samenvatting≠ | Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small. | Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available. |
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