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| Dopasowywanie skłonności w danych panelowych× | Metoda różnic w różnicach (Diff-in-Diff)× | |
|---|---|---|
| Dziedzina≠ | Wnioskowanie przyczynowe | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1997-1998 | 1994 |
| Twórca≠ | Heckman, Ichimura & Todd | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Typ≠ | Matching / causal inference | Causal inference / panel regression |
| Źródło pierwotne≠ | Heckman, J. J., Ichimura, H., & Todd, P. (1998). Matching as an Econometric Evaluation Estimator. Review of Economic Studies, 65(2), 261-294. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Inne nazwy≠ | PSM with panel data, longitudinal PSM, panel PSM, difference-in-differences PSM | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Pokrewne≠ | 6 | 5 |
| Podsumowanie≠ | Panel data propensity score matching combines the bias-reduction of PSM with the longitudinal structure of panel data, enabling causal estimation of treatment effects by matching treated and control units on observable pre-treatment characteristics and then differencing within matched pairs over time. Developed in the framework of Heckman, Ichimura, and Todd (1998), it is especially valuable when randomisation is infeasible and both selection on observables and time-varying confounding must be addressed simultaneously. | 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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