方法对比
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| 面板数据固定效应模型× | 双重差分法 (Diff-in-Diff)× | |
|---|---|---|
| 领域 | 计量经济学 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 2014 | 1994 |
| 提出者≠ | Hsiao (textbook treatment); within transformation of panel data | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 类型≠ | Panel data regression | Causal inference / panel regression |
| 开创性文献≠ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 别名≠ | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 相关 | 5 | 5 |
| 摘要≠ | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. |
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