เปรียบเทียบวิธี
ดูวิธีที่เลือกเทียบกันแบบเคียงข้าง แถวที่ต่างกันจะถูกเน้นไว้
| แบบจำลองผลคงที่ของข้อมูลพาเนล× | Difference-in-Differences (DiD)× | |
|---|---|---|
| สาขาวิชา | เศรษฐมิติ | เศรษฐมิติ |
| ตระกูล | Regression model | Regression model |
| ปีกำเนิด≠ | 2005 | 1994 |
| ผู้ริเริ่ม≠ | Baltagi (textbook treatment); Hausman test for FE vs RE choice | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| ประเภท≠ | Panel data regression | Causal inference / panel regression |
| แหล่งต้นตำรับ≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| ชื่อเรียกอื่น≠ | within estimator, panel fixed effects, entity fixed effects model, Panel Sabit Etkiler Modeli | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| ที่เกี่ยวข้อง | 5 | 5 |
| สรุป≠ | The fixed effects panel model estimates relationships in panel data (many units observed over time) by exploiting only the within-unit variation, so that unobserved time-invariant heterogeneity is controlled away. It is the central within estimator developed in Baltagi's Econometric Analysis of Panel Data (2005), and the choice between it and the random effects model is settled by the Hausman (1978) test. | 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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