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Robust Causal Impact Analysis

Robust Causal Impact Analysis udvider det Bayesianske strukturelle tidsserie-framework CausalImpact (Brodersen et al., 2015) ved at indlejre systematiske robusthedstjek — placebo-tests i tid, kontrolgrupper i rummet, kovariansfølsomhedsanalyse og vurdering af forudgående følsomhed — for at verificere, at en detekteret interventionseffekt er ægte og ikke en artefakt af modelvalg eller tilfældige datamønstre.

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Kilder

  1. 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: 10.1214/14-AOAS788
  2. Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. ISBN: 978-0300251685

Sådan citerer du denne side

ScholarGate. (2026, June 3). Robust Causal Impact Analysis with Sensitivity and Placebo Checks. ScholarGate. https://scholargate.app/da/causal-inference/robust-causal-impact-analysis

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ScholarGateRobust Causal Impact Analysis (Robust Causal Impact Analysis with Sensitivity and Placebo Checks). Hentet 2026-06-15 fra https://scholargate.app/da/causal-inference/robust-causal-impact-analysis · Datasæt: https://doi.org/10.5281/zenodo.20539026