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Bayesovská metóda Difference-in-Differences×Dynamická metóda rozdielu rozdielov (Dynamic Difference-in-Differences)×
OdborKauzálna inferenciaKauzálna inferencia
RodinaRegression modelRegression model
Rok vzniku2015-20232021
TvorcaLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)Callaway & Sant'Anna; Sun & Abraham
TypBayesian causal inference / panel regressionCausal inference / quasi-experimental
Pôvodný zdrojLi, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗
Ďalšie názvyBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimatorDynamic DiD, Staggered DiD, Event-time DiD, Heterogeneous-timing DiD
Príbuzné54
ZhrnutieBayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.Dynamic Difference-in-Differences extends the classic DiD framework to settings where units adopt treatment at different times. Rather than collapsing all variation into a single 2x2 comparison, it estimates group-time average treatment effects for each adoption cohort at each calendar period, then aggregates them into interpretable summaries of the causal effect over event time.
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ScholarGatePorovnať metódy: Bayesian Difference-in-Differences · Dynamic Difference-in-Differences. Získané 2026-06-15 z https://scholargate.app/sk/compare