Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Машинное обучение с дополненным взвешиванием по показателю склонности× | Разность разностей (Difference-in-Differences, DiD)× | |
|---|---|---|
| Область≠ | Причинно-следственный вывод | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2010–2018 | 1994 |
| Автор метода≠ | Lee, Lessler & Stuart (2010); Chernozhukov et al. (2018, DML framework) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Тип≠ | Causal inference / semiparametric weighting | Causal inference / panel regression |
| Основополагающий источник≠ | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Другие названия≠ | ML-PSW, ML-augmented IPW, machine learning propensity weighting, nonparametric propensity score weighting | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Связанные | 5 | 5 |
| Сводка≠ | Machine learning-augmented propensity score weighting (ML-PSW) replaces logistic regression with flexible ML algorithms — such as gradient boosting, LASSO, or random forests — to estimate the propensity score, then uses inverse probability weights to balance treated and control groups. This reduces model-misspecification bias when the true relationship between covariates and treatment assignment is complex or high-dimensional. | 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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