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Байесов анализ на причинно-следствени ефекти×Байесовски Диференциал-в-Диференциали×
ОбластПричинно-следствено заключениеПричинно-следствено заключение
СемействоRegression modelRegression model
Година на възникване2015 (canonical implementation); Rubin potential outcomes: 1974-20052015-2023
СъздателBrodersen, Gallusser, Koehler, Remy & Scott; Rubin potential outcomes frameworkLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
ТипBayesian causal inference / counterfactual estimationBayesian causal inference / panel regression
Основополагащ източникBrodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
Други названияBayesian CIE, Bayesian causal impact, Bayesian structural time-series causal inference, BSTS counterfactual evaluationBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Свързани55
РезюмеBayesian Counterfactual Impact Evaluation estimates the causal effect of an intervention by constructing a Bayesian posterior distribution over the counterfactual outcome — what would have happened without treatment. The method, popularized by Brodersen et al. (2015) through the CausalImpact framework, uses Bayesian structural time-series models fitted on the pre-intervention period to predict the counterfactual trajectory, then compares observed post-intervention outcomes to that prediction.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.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

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ScholarGateСравнение на методи: Bayesian Counterfactual Impact Evaluation · Bayesian Difference-in-Differences. Извлечено на 2026-06-17 от https://scholargate.app/bg/compare