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Bayesovský placebový test×Bayesovské rozdíly v rozdílech×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku2010-20152015-2023
TvůrceBrodersen, Gallusser, Koehler, Remy & Scott (Bayesian causal impact context); Abadie, Diamond & Hainmueller (placebo permutation tradition)Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
TypRobustness check / falsification testBayesian causal inference / panel regression
Původní zdrojBrodersen, 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 ↗
Další názvyBayesian falsification test, Bayesian permutation placebo, Bayesian robustness check, Bayesian in-time placeboBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Příbuzné55
ShrnutíThe Bayesian Placebo Test is a falsification strategy for causal inference that applies Bayesian inference to placebo scenarios — either fake treatments in the pre-intervention period, on unaffected units, or at fictitious cut-offs — to verify that observed treatment effects cannot plausibly arise by chance or from a misspecified model. It integrates prior information and yields posterior distributions of placebo effects for direct probabilistic comparison.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.
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ScholarGatePorovnat metody: Bayesian Placebo Test · Bayesian Difference-in-Differences. Získáno 2026-06-15 z https://scholargate.app/cs/compare