Regression modelQuasi-experimental / causal inference
面板数据双重差分法 (Panel DiD / TWFE)
面板数据双重差分法 (Panel DiD) 将经典的双周期双重差分法 (DiD) 设计扩展到可观测多个时期内多个单元的情境。通过同时吸收单元层面的固定效应和时期层面的固定效应,它在控制了不随时间变化的单元异质性和影响所有单元的共同时期冲击的同时,分离出处理或政策变动的因果效应。
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来源
- Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
- Bertrand, M., Duflo, E., & Mullainathan, S. (2004). How Much Should We Trust Differences-in-Differences Estimates? Quarterly Journal of Economics, 119(1), 249-275. DOI: 10.1162/003355304772839588 ↗
如何引用本页
ScholarGate. (2026, June 3). Panel Data Difference-in-Differences Estimator. ScholarGate. https://scholargate.app/zh/causal-inference/panel-data-difference-in-differences
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 双重差分法 (Diff-in-Diff)计量经济学↔ compare
- 面板数据固定效应模型计量经济学↔ compare
- 倾向得分匹配研究统计学↔ compare
- 合成控制法 (SCM)因果推断↔ compare