Regression modelQuasi-experimental / causal inference
贝叶斯面板事件研究
贝叶斯面板事件研究是一种因果推断设计，它使用面板数据估计可约会事件周围的动态处理效应，用贝叶斯后验推断取代经典的频率学派估计。它会逐期生成具有完整概率分布的效应估计值，从而实现原则性的不确定性量化、对嘈杂的趋势前系数进行正则化以及对平行趋势进行概率检验。
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来源
- Freyaldenhoven, S., Hansen, C., Shapiro, J. M., & Teso, E. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. National Bureau of Economic Research. link ↗
- Jakiela, P. (2021). Simple Diagnostics for Two-Way Fixed Effects. Working Paper. Center for Global Development. link ↗
如何引用本页
ScholarGate. (2026, June 3). Bayesian Panel Event Study Design. ScholarGate. https://scholargate.app/zh/causal-inference/bayesian-panel-event-study
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