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ベイズ的反実仮想影響評価×反実仮想による影響評価(CIE)×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2015 (canonical implementation); Rubin potential outcomes: 1974-20051970s–2000s
提唱者Brodersen, Gallusser, Koehler, Remy & Scott; Rubin potential outcomes frameworkHeckman, Imbens, Rubin, and the program evaluation literature
種類Bayesian causal inference / counterfactual estimationCausal inference / program evaluation
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 ↗Heckman, J. J., & Vytlacil, E. J. (2007). Econometric evaluation of social programs, Part I: Causal models, structural models and econometric policy evaluation. Handbook of Econometrics, 6B, 4779-4874. DOI ↗
別名Bayesian CIE, Bayesian causal impact, Bayesian structural time-series causal inference, BSTS counterfactual evaluationCIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluation
関連55
概要Bayesian 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.Counterfactual Impact Evaluation is a family of causal methods that estimates the effect of an intervention by comparing what actually happened to participants with what would have happened had the intervention not taken place. Formalised in the Rubin Causal Model and extended by Heckman, Imbens and others, CIE underlies most modern program and policy evaluation practice.
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ScholarGate手法を比較: Bayesian Counterfactual Impact Evaluation · Counterfactual Impact Evaluation. 2026-06-19に以下より取得 https://scholargate.app/ja/compare