Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Анализ чувствительности к скрытой предвзятости (границы Розенбаума / E-значение)× | Two-Stage Least Squares (2SLS)× | |
|---|---|---|
| Область | Причинно-следственный вывод | Причинно-следственный вывод |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2002 | 2009 |
| Автор метода≠ | Paul R. Rosenbaum (bounds); Tyler J. VanderWeele & Peng Ding (E-value) | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) |
| Тип≠ | Sensitivity analysis for causal inference | Instrumental-variables regression |
| Основополагающий источник≠ | Rosenbaum, P. R. (2002). Observational Studies (2nd ed.). Springer. ISBN: 978-0387989679 | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Другие названия | Rosenbaum bounds, E-value, hidden bias sensitivity analysis, unmeasured confounding sensitivity | instrumental variables, IV estimation, 2SLS, instrumental variable regression |
| Связанные | 5 | 5 |
| Сводка≠ | Sensitivity analysis for hidden bias is a family of methods that quantify how strongly an unmeasured confounder would have to operate before it could overturn a causal conclusion drawn from observational data. It was crystallised by Paul Rosenbaum's sensitivity bounds (2002) and extended by VanderWeele and Ding's E-value (2017). | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). |
| ScholarGateНабор данных ↗ |
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