Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Модель панельных данных с фиксированными эффектами× | Разность разностей (Difference-in-Differences, DiD)× | |
|---|---|---|
| Область | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2005 | 1994 |
| Автор метода≠ | Baltagi (textbook treatment); Hausman test for FE vs RE choice | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Тип≠ | Panel data regression | Causal inference / panel regression |
| Основополагающий источник≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Другие названия≠ | within estimator, panel fixed effects, entity fixed effects model, Panel Sabit Etkiler Modeli | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Связанные | 5 | 5 |
| Сводка≠ | The fixed effects panel model estimates relationships in panel data (many units observed over time) by exploiting only the within-unit variation, so that unobserved time-invariant heterogeneity is controlled away. It is the central within estimator developed in Baltagi's Econometric Analysis of Panel Data (2005), and the choice between it and the random effects model is settled by the Hausman (1978) test. | 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. |
| ScholarGateНабор данных ↗ |
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