เปรียบเทียบวิธี
ดูวิธีที่เลือกเทียบกันแบบเคียงข้าง แถวที่ต่างกันจะถูกเน้นไว้
| ตัวประมาณค่าผลต่างอันดับหนึ่ง× | Difference-in-Differences (DiD)× | |
|---|---|---|
| สาขาวิชา | เศรษฐมิติ | เศรษฐมิติ |
| ตระกูล | Regression model | Regression model |
| ปีกำเนิด≠ | 2010 | 1994 |
| ผู้ริเริ่ม≠ | Jeffrey Wooldridge (treatment) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| ประเภท≠ | Panel data estimator | Causal inference / panel regression |
| แหล่งต้นตำรับ≠ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0-262-23258-8 | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| ชื่อเรียกอื่น≠ | FD Estimator, First-Difference Panel Estimator, First-Difference OLS, Birinci Fark Tahmincisi | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| ที่เกี่ยวข้อง≠ | 2 | 5 |
| สรุป≠ | The First-Difference (FD) estimator is a panel data method that eliminates unobserved, time-invariant individual heterogeneity by subtracting each unit's observation in period t-1 from its observation in period t. By operating on changes rather than levels, FD removes any fixed individual effect that would otherwise confound causal inference. It is widely used in labor economics, program evaluation, and applied microeconomics whenever researchers suspect persistent unobserved differences across individuals, firms, or countries. | 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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