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Bayesian Counterfactual Impact Evaluation×Gegenfactual-basierte Kausalanalyse (CIE)×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr2015 (canonical implementation); Rubin potential outcomes: 1974-20051970s–2000s
UrheberBrodersen, Gallusser, Koehler, Remy & Scott; Rubin potential outcomes frameworkHeckman, Imbens, Rubin, and the program evaluation literature
TypBayesian causal inference / counterfactual estimationCausal inference / program evaluation
Wegweisende QuelleBrodersen, 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 ↗Heckman, J. J., & Vytlacil, E. J. (2007). Econometric evaluation of social programs, Part I: Causal models, structural models and econometric policy evaluation. Handbook of Econometrics, 6B, 4779-4874. DOI ↗
AliasnamenBayesian CIE, Bayesian causal impact, Bayesian structural time-series causal inference, BSTS counterfactual evaluationCIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluation
Verwandt55
ZusammenfassungBayesian Counterfactual Impact Evaluation estimates the causal effect of an intervention by constructing a Bayesian posterior distribution over the counterfactual outcome — what would have happened without treatment. The method, popularized by Brodersen et al. (2015) through the CausalImpact framework, uses Bayesian structural time-series models fitted on the pre-intervention period to predict the counterfactual trajectory, then compares observed post-intervention outcomes to that prediction.Counterfactual Impact Evaluation is a family of causal methods that estimates the effect of an intervention by comparing what actually happened to participants with what would have happened had the intervention not taken place. Formalised in the Rubin Causal Model and extended by Heckman, Imbens and others, CIE underlies most modern program and policy evaluation practice.
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ScholarGateMethoden vergleichen: Bayesian Counterfactual Impact Evaluation · Counterfactual Impact Evaluation. Abgerufen am 2026-06-19 von https://scholargate.app/de/compare