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Bayesian Counterfactual Impact Evaluation×Differenz-in-Differenzen (DiD)×
FachgebietKausale InferenzÖkonometrie
FamilieRegression modelRegression model
Entstehungsjahr2015 (canonical implementation); Rubin potential outcomes: 1974-20051994
UrheberBrodersen, Gallusser, Koehler, Remy & Scott; Rubin potential outcomes frameworkCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
TypBayesian causal inference / counterfactual estimationCausal inference / panel regression
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 ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
AliasnamenBayesian CIE, Bayesian causal impact, Bayesian structural time-series causal inference, BSTS counterfactual evaluationdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
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.Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes.
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ScholarGateMethoden vergleichen: Bayesian Counterfactual Impact Evaluation · Difference-in-Differences. Abgerufen am 2026-06-15 von https://scholargate.app/de/compare