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Байесовское взвешивание по показателю склонности×Байесовский метод разности разностей (Bayesian Difference-in-Differences)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления20092015-2023
Автор методаMcCandless, Gustafson & AustinLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
ТипBayesian causal weighting estimatorBayesian causal inference / panel regression
Основополагающий источникMcCandless, L. C., Gustafson, P., & Austin, P. C. (2009). Bayesian propensity score analysis for observational data. Statistics in Medicine, 28(1), 94–112. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
Другие названияBayesian PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weightingBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Связанные65
СводкаBayesian Propensity Score Weighting estimates causal treatment effects in observational data by combining a Bayesian model for the propensity score with inverse probability weighting. By placing a prior over propensity-score parameters and propagating posterior uncertainty through the weighting step, this approach yields fully probabilistic uncertainty intervals for the average treatment effect, accounting for the uncertainty in both the score model and the outcome.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.
ScholarGateНабор данных
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  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Bayesian Propensity Score Weighting · Bayesian Difference-in-Differences. Получено 2026-06-15 из https://scholargate.app/ru/compare