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| ベイズ合成コントロール法× | 因果影響分析× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2015 (Bayesian formulation); 2003 (original SCM by Abadie & Gardeazabal) | 2015 |
| 提唱者≠ | Brodersen, Gallusser, Koehler, Remy & Scott; building on Abadie, Diamond & Hainmueller | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| 種類≠ | Bayesian causal inference / synthetic control | Bayesian causal inference / counterfactual forecasting |
| 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 SCM, Bayesian synthetic controls, probabilistic synthetic control, Bayesian SC | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| 関連 | 5 | 5 |
| 概要≠ | 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. | 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. |
| ScholarGateデータセット ↗ |
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