Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Панельные данные, разность разностей (Panel DiD / TWFE)× | Метод подбора на основе оценки склонности× | |
|---|---|---|
| Область≠ | Причинно-следственный вывод | Статистика исследований |
| Семейство≠ | Regression model | Process / pipeline |
| Год появления≠ | 1985–2004 | 1983 |
| Автор метода≠ | Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004) | Paul Rosenbaum and Donald Rubin |
| Тип≠ | Causal inference / panel regression | Method |
| Основополагающий источник≠ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗ |
| Другие названия≠ | Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diff | PSM, propensity score weighting, covariate balance |
| Связанные≠ | 4 | 3 |
| Сводка≠ | 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. | Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias. |
| ScholarGateНабор данных ↗ |
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