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| Marginal Structural Model (MSM)× | Metóda rozdielu rozdielov (Diff-in-Diff)× | |
|---|---|---|
| Odbor≠ | Kauzálna inferencia | Ekonometria |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 2000 | 1994 |
| Tvorca≠ | James M. Robins, Miguel A. Hernan, Babette Brumback | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Typ≠ | Causal model / semiparametric weighting | Causal inference / panel regression |
| Pôvodný zdroj≠ | Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Ďalšie názvy≠ | MSM, MSM-IPTW, marginal structural Cox model, weighted structural model | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Príbuzné | 5 | 5 |
| Zhrnutie≠ | A marginal structural model is a causal modeling framework designed to estimate the effect of a time-varying treatment in the presence of time-varying confounders that are themselves affected by prior treatment. By reweighting observations with inverse probability of treatment weights, MSMs create a pseudo-population in which confounding is eliminated, enabling unbiased estimation of causal treatment contrasts even when standard regression adjustments would fail. | 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. |
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