Regression modelQuasi-experimental / causal inference
稳健双重差分法
稳健双重差分法 (Robust Difference-in-Differences) 是一类现代双重差分法 (DiD) 估计量,旨在当处理时序在不同单元间交错出现,且处理效应随时间或跨群体存在异质性时,仍能保持有效性。在这些情况下,经典的双向固定效应 (TWFE) DiD 可能存在严重偏差;稳健方法分别估计群组-时间平均处理效应 (ATTs),然后以理论上合理的方式将它们聚合起来。
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来源
- Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI: 10.1016/j.jeconom.2020.12.001 ↗
- Roth, J., Sant'Anna, P. H. C., Bilinski, A., & Poe, J. (2023). What's trending in difference-in-differences? A synthesis of the recent econometrics literature. Journal of Econometrics, 235(2), 2218-2244. DOI: 10.1016/j.jeconom.2023.03.008 ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Difference-in-Differences Estimator. ScholarGate. https://scholargate.app/zh/causal-inference/robust-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.
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- 动态双重差分因果推断↔ compare
- 异质性处理效应双重差分法 (HTE-DiD)因果推断↔ compare
- 多期双重差分法(交错DiD)因果推断↔ compare
- 面板数据双重差分法 (Panel DiD / TWFE)因果推断↔ compare