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ベイジアン偽薬テスト(Bayesian Placebo Test)×ベイズ合成コントロール法×
分野因果推論因果推論
系統Regression modelRegression model
提唱年2010-20152015 (Bayesian formulation); 2003 (original SCM by Abadie & Gardeazabal)
提唱者Brodersen, Gallusser, Koehler, Remy & Scott (Bayesian causal impact context); Abadie, Diamond & Hainmueller (placebo permutation tradition)Brodersen, Gallusser, Koehler, Remy & Scott; building on Abadie, Diamond & Hainmueller
種類Robustness check / falsification testBayesian causal inference / synthetic control
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 ↗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 ↗
別名Bayesian falsification test, Bayesian permutation placebo, Bayesian robustness check, Bayesian in-time placeboBayesian SCM, Bayesian synthetic controls, probabilistic synthetic control, Bayesian SC
関連55
概要The 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.The Bayesian Synthetic Control Method estimates the causal effect of an intervention on a single treated unit by constructing a probabilistic counterfactual from a weighted combination of untreated donor units. Unlike the classical SCM, it places a prior distribution over the synthetic weights, yielding full posterior uncertainty intervals for the counterfactual trajectory and the treatment effect at each post-intervention time point.
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ScholarGate手法を比較: Bayesian Placebo Test · Bayesian Synthetic Control Method. 2026-06-17に以下より取得 https://scholargate.app/ja/compare