将机器学习与结构因果模型结合,解决政策评估中的高维混杂问题。
Structural DID with ML: Theory, Simulation, and a Roadmap for Applied Research
- 用结构化残差正交化方法保留传统DID的因果识别结构。
- 通过因果森林与半参数模型捕捉时空异质性效应。
- 提供可复现的Stata工具链,适合政策评估研究者使用。
观察性面板数据中的因果推断已成为经济学、政策分析及社会科学的核心议题。针对传统差异-差异(DID)方法在高维混杂变量下表现不佳,而机器学习缺乏因果可解释性的矛盾,本文提出S-DIDML框架,融合结构识别与高维估计。基于传统DID结构,S-DIDML采用结构化残差正交化技术(Neyman正交性+交叉拟合),在保持组-时点处理效应(ATT)识别结构的同时,解决高维协变量干扰问题。设计动态异质性估计模块,结合因果森林与半参数模型,以捕捉时空异质性效应。构建完整的模块化应用流程,提供标准化的Stata实现路径。S-DIDML丰富了DID与DDML方法创新的研究,推动因果推断从方法叠加转向架构整合,使社会科学研究能精准识别政策敏感群体,优化资源配置。该框架为数字转型政策、环境规制等复杂干预场景提供可复现的评估工具、决策优化参考与方法论范式。
原文摘要 · Abstract (English)
Causal inference in observational panel data has become a central concern in economics,policy analysis,and the broader social sciences.To address the core contradiction where traditional difference-in-differences (DID) struggles with high-dimensional confounding variables in observational panel data,while machine learning (ML) lacks causal structure interpretability,this paper proposes an innovative framework called S-DIDML that integrates structural identification with high-dimensional estimation.Building upon the structure of traditional DID methods,S-DIDML employs structured residual orthogonalization techniques (Neyman orthogonality+cross-fitting) to retain the group-time treatment effect (ATT) identification structure while resolving high-dimensional covariate interference issues.It designs a dynamic heterogeneity estimation module combining causal forests and semi-parametric models to capture spatiotemporal heterogeneity effects.The framework establishes a complete modular application process with standardized Stata implementation paths.The introduction of S-DIDML enriches methodological research on DID and DDML innovations, shifting causal inference from method stacking to architecture integration.This advancement enables social sciences to precisely identify policy-sensitive groups and optimize resource allocation.The framework provides replicable evaluation tools, decision optimization references,and methodological paradigms for complex intervention scenarios such as digital transformation policies and environmental regulations.
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