方法对比

	贝叶斯倾向得分匹配	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	2012	2015-2023
提出者	Kaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)	Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
类型	Bayesian causal inference / matching	Bayesian causal inference / panel regression
开创性文献	Kaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609.	Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529.
别名	Bayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weighting	Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
相关	6	5
摘要	Bayesian Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.	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.