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ベイジアン因果影響分析 (Bayesian Causal Impact Analysis)×合成コントロール法(SCM)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20152003–2010
提唱者Brodersen, Gallusser, Koehler, Remy & Scott (Google)Alberto Abadie & Javier Gardeazabal (2003); Abadie, Diamond & Hainmueller (2010)
種類Bayesian causal inference / time seriesQuasi-experimental causal inference
原典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 ↗Abadie, A., Diamond, A., & Hainmueller, J. (2010). Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program. Journal of the American Statistical Association, 105(490), 493-505. DOI ↗
別名CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysisSCM, synthetic control, synth estimator, Abadie-Diamond-Hainmueller method
関連44
概要Bayesian Causal Impact Analysis uses a Bayesian structural time series (BSTS) model to estimate the causal effect of an intervention on a time series outcome. Developed by Brodersen and colleagues at Google in 2015, it builds a probabilistic counterfactual — what the series would have looked like without the intervention — from pre-intervention data and optional control covariates, then compares it with the observed post-intervention values to produce a fully Bayesian posterior over the causal effect.The Synthetic Control Method estimates the causal effect of a treatment or policy on a single treated unit by constructing a weighted combination of untreated units — the synthetic control — that closely resembles the treated unit before the intervention. The gap between the treated unit and its synthetic counterpart after the intervention is the estimated treatment effect.
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ScholarGate手法を比較: Bayesian Causal Impact Analysis · Synthetic Control Method. 2026-06-17に以下より取得 https://scholargate.app/ja/compare