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Bayesianer Placebo-Test×Kausale Auswirkungsanalyse×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr2010-20152015
UrheberBrodersen, 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)
TypRobustness check / falsification testBayesian causal inference / counterfactual forecasting
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 ↗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 ↗
AliasnamenBayesian falsification test, Bayesian permutation placebo, Bayesian robustness check, Bayesian in-time placeboCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Verwandt55
ZusammenfassungThe 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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ScholarGateMethoden vergleichen: Bayesian Placebo Test · Causal Impact Analysis. Abgerufen am 2026-06-17 von https://scholargate.app/de/compare