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ベイズ的反実仮想影響評価×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2015 (canonical implementation); Rubin potential outcomes: 1974-20052003–2010
提唱者Brodersen, Gallusser, Koehler, Remy & Scott; Rubin potential outcomes frameworkAlberto Abadie & Javier Gardeazabal (2003); Abadie, Diamond & Hainmueller (2010)
種類Bayesian causal inference / counterfactual estimationQuasi-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Bayesian CIE, Bayesian causal impact, Bayesian structural time-series causal inference, BSTS counterfactual evaluationSCM, synthetic control, synth estimator, Abadie-Diamond-Hainmueller method
関連54
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.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 Counterfactual Impact Evaluation · Synthetic Control Method. 2026-06-18に以下より取得 https://scholargate.app/ja/compare