方法对比

	贝叶斯逆概率加权法	贝叶斯双重差分法
领域	因果推断	因果推断
方法族	Regression model	Regression model
起源年份	2015	2015-2023
提出者	Saarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020)	Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
类型	Bayesian causal weighting estimator	Bayesian causal inference / panel regression
开创性文献	Saarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On risk prediction and characterisation of treatment effects in a Bayesian framework using the propensity score. Statistics in Medicine, 34(14), 2170-2185.	Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529.
别名	Bayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weighting	Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
相关	6	5
摘要	Bayesian Inverse Probability Weighting (Bayesian IPW) extends the classical IPW estimator by placing prior distributions over the propensity-score model parameters and propagating that uncertainty into the causal-effect estimate. The result is a posterior distribution for the average treatment effect that fully accounts for both propensity-score estimation uncertainty and outcome-model uncertainty, enabling credible-interval inference rather than relying on asymptotic approximations.	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.