Regression modelQuasi-experimental / causal inference
Causal Impact Analysis
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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Sources
- 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: 10.1214/14-AOAS788 ↗
- CausalImpact. Wikipedia. link ↗
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Referenced by
Bayesian Causal Impact AnalysisBayesian Counterfactual Impact EvaluationBayesian Difference-in-DifferencesBayesian Event Study DesignBayesian Placebo TestBayesian Synthetic Control MethodCounterfactual Impact EvaluationHeterogeneous treatment effect Causal impact analysisHeterogeneous Treatment Effect Synthetic Control MethodMachine learning-augmented causal impact analysisMachine Learning-Augmented Counterfactual Impact EvaluationMachine Learning-Augmented Interrupted Time SeriesMachine Learning-Augmented Synthetic Control MethodMulti-period Causal Impact AnalysisPanel Data Causal Impact AnalysisPolicy Evaluation Causal Impact AnalysisRobust Causal Impact AnalysisSynthetic Control MethodSynthetic Control Method in Education Research