方法对比
并排查看您选择的方法;存在差异的行会高亮显示。
| 对隐藏偏差的敏感性分析(Rosenbaum 界 / E 值)× | 工具变量法/两阶段最小二乘法 (IV/2SLS)× | |
|---|---|---|
| 领域 | 因果推断 | 因果推断 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 2002 | 2009 |
| 提出者≠ | Paul R. Rosenbaum (bounds); Tyler J. VanderWeele & Peng Ding (E-value) | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) |
| 类型≠ | Sensitivity analysis for causal inference | Instrumental-variables regression |
| 开创性文献≠ | Rosenbaum, P. R. (2002). Observational Studies (2nd ed.). Springer. ISBN: 978-0387989679 | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 别名 | Rosenbaum bounds, E-value, hidden bias sensitivity analysis, unmeasured confounding sensitivity | instrumental variables, IV estimation, 2SLS, instrumental variable regression |
| 相关 | 5 | 5 |
| 摘要≠ | Sensitivity analysis for hidden bias is a family of methods that quantify how strongly an unmeasured confounder would have to operate before it could overturn a causal conclusion drawn from observational data. It was crystallised by Paul Rosenbaum's sensitivity bounds (2002) and extended by VanderWeele and Ding's E-value (2017). | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). |
| ScholarGate数据集 ↗ |
|
|