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Bayesovské rozdíly v rozdílech×Analýza kauzálního dopadu×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku2015-20232015
TvůrceLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
TypBayesian causal inference / panel regressionBayesian causal inference / counterfactual forecasting
Původní zdrojLi, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗Brodersen, 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 ↗
Další názvyBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimatorCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Příbuzné55
ShrnutíBayesian 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.Causal Impact Analysis, introduced by Brodersen et al. (2015) at Google, uses Bayesian structural time-series models to estimate what would have happened to an outcome had an intervention never occurred. By constructing a probabilistic counterfactual from pre-treatment data and control covariates, it quantifies point-in-time and cumulative treatment effects with full posterior uncertainty intervals.
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ScholarGatePorovnat metody: Bayesian Difference-in-Differences · Causal Impact Analysis. Získáno 2026-06-15 z https://scholargate.app/cs/compare