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| 因果影響分析× | 合成コントロール法(SCM)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2015 | 2003–2010 |
| 提唱者≠ | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) | Alberto Abadie & Javier Gardeazabal (2003); Abadie, Diamond & Hainmueller (2010) |
| 種類≠ | Bayesian causal inference / counterfactual forecasting | Quasi-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, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis | SCM, synthetic control, synth estimator, Abadie-Diamond-Hainmueller method |
| 関連≠ | 5 | 4 |
| 概要≠ | 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. | 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. |
| ScholarGateデータセット ↗ |
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