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Bayesiansk Difference-in-Differences×Analyse af kausal påvirkning×
FagområdeKausal inferensKausal inferens
FamilieRegression modelRegression model
Oprindelsesår2015-20232015
OphavspersonLi & 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)
TypeBayesian causal inference / panel regressionBayesian causal inference / counterfactual forecasting
Oprindelig kildeLi, 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 ↗
AliasserBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimatorCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Relaterede55
ResuméBayesian 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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ScholarGateSammenlign metoder: Bayesian Difference-in-Differences · Causal Impact Analysis. Hentet 2026-06-15 fra https://scholargate.app/da/compare