Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Различия в различиях гетерогенных эффектов воздействия (HTE-DiD)× | Панельные данные, разность разностей (Panel DiD / TWFE)× | |
|---|---|---|
| Область | Причинно-следственный вывод | Причинно-следственный вывод |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2021 | 1985–2004 |
| Автор метода≠ | Callaway & Sant'Anna; Sun & Abraham | Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004) |
| Тип | Causal inference / panel regression | Causal inference / panel regression |
| Основополагающий источник≠ | Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-Differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Другие названия | HTE-DiD, heterogeneous DiD, CATT estimator, group-time ATT | Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diff |
| Связанные | 4 | 4 |
| Сводка≠ | HTE-DiD extends the classic Difference-in-Differences estimator to settings where treatment effects vary across units, time periods, or treatment cohorts. Developed formally by Callaway and Sant'Anna (2021) and Sun and Abraham (2021), it avoids the biases that arise when a conventional two-way fixed-effects regression is used with staggered adoption or effect heterogeneity, by estimating cohort-and-time-specific average treatment effects that can then be aggregated flexibly. | Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units. |
| ScholarGateНабор данных ↗ |
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