Methoden vergleichen
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| Bayesianer Placebo-Test× | Kausale Auswirkungsanalyse× | |
|---|---|---|
| Fachgebiet | Kausale Inferenz | Kausale Inferenz |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 2010-2015 | 2015 |
| Urheber≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Bayesian causal impact context); Abadie, Diamond & Hainmueller (placebo permutation tradition) | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| Typ≠ | Robustness check / falsification test | Bayesian causal inference / counterfactual forecasting |
| Wegweisende Quelle | 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 ↗ | 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 ↗ |
| Aliasnamen | Bayesian falsification test, Bayesian permutation placebo, Bayesian robustness check, Bayesian in-time placebo | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| Verwandt | 5 | 5 |
| Zusammenfassung≠ | The 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. | 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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