Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Байєсівське зважування за оцінкою схильності× | Байєсівський метод різниць на різниці× | |
|---|---|---|
| Галузь | Причинно-наслідковий висновок | Причинно-наслідковий висновок |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2009 | 2015-2023 |
| Автор методу≠ | McCandless, Gustafson & Austin | Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series) |
| Тип≠ | Bayesian causal weighting estimator | Bayesian causal inference / panel regression |
| Основоположне джерело≠ | McCandless, L. C., Gustafson, P., & Austin, P. C. (2009). Bayesian propensity score analysis for observational data. Statistics in Medicine, 28(1), 94–112. DOI ↗ | Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗ |
| Інші назви | Bayesian PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weighting | Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator |
| Пов'язані≠ | 6 | 5 |
| Підсумок≠ | Bayesian Propensity Score Weighting estimates causal treatment effects in observational data by combining a Bayesian model for the propensity score with inverse probability weighting. By placing a prior over propensity-score parameters and propagating posterior uncertainty through the weighting step, this approach yields fully probabilistic uncertainty intervals for the average treatment effect, accounting for the uncertainty in both the score model and the outcome. | Bayesian 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. |
| ScholarGateНабір даних ↗ |
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