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面板数据双重差分法 (Panel DiD / TWFE)×倾向得分匹配×
领域因果推断研究统计学
方法族Regression modelProcess / pipeline
起源年份1985–20041983
提出者Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004)Paul Rosenbaum and Donald Rubin
类型Causal inference / panel regressionMethod
开创性文献Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗
别名Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-DiffPSM, propensity score weighting, covariate balance
相关43
摘要Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGate方法对比: Panel Data Difference-in-Differences · Propensity Score Matching. 于 2026-06-15 检索自 https://scholargate.app/zh/compare