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Bayesiansk Placebo-test×Bayesiansk kausal effektanalyse×
FagområdeKausal inferensKausal inferens
FamilieRegression modelRegression model
Oprindelsesår2010-20152015
OphavspersonBrodersen, Gallusser, Koehler, Remy & Scott (Bayesian causal impact context); Abadie, Diamond & Hainmueller (placebo permutation tradition)Brodersen, Gallusser, Koehler, Remy & Scott (Google)
TypeRobustness check / falsification testBayesian causal inference / time series
Oprindelig kildeBrodersen, 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 ↗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 falsification test, Bayesian permutation placebo, Bayesian robustness check, Bayesian in-time placeboCausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis
Relaterede54
ResuméThe 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 Causal Impact Analysis uses a Bayesian structural time series (BSTS) model to estimate the causal effect of an intervention on a time series outcome. Developed by Brodersen and colleagues at Google in 2015, it builds a probabilistic counterfactual — what the series would have looked like without the intervention — from pre-intervention data and optional control covariates, then compares it with the observed post-intervention values to produce a fully Bayesian posterior over the causal effect.
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ScholarGateSammenlign metoder: Bayesian Placebo Test · Bayesian Causal Impact Analysis. Hentet 2026-06-17 fra https://scholargate.app/da/compare