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Панельная маргинальная структурная модель (MSM)×Модель с фиксированными эффектами для панельных данных×
ОбластьПричинно-следственный выводЭконометрика
СемействоRegression modelRegression model
Год появления20002014
Автор методаJames M. Robins, Miguel A. Hernan, Babette BrumbackHsiao (textbook treatment); within transformation of panel data
ТипCausal model for time-varying treatmentsPanel data regression
Основополагающий источникRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Другие названияMSM panel, longitudinal MSM, panel MSM, time-varying treatment MSMfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Связанные55
СводкаA panel data marginal structural model (MSM) uses inverse probability of treatment weighting (IPTW) across multiple time periods to estimate the causal effect of a time-varying treatment, while appropriately adjusting for time-varying confounders that are themselves affected by prior treatment — a bias source that conventional regression cannot handle.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
ScholarGateНабор данных
  1. v1
  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Panel Data Marginal Structural Model · Panel Fixed Effects. Получено 2026-06-15 из https://scholargate.app/ru/compare