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反実仮想による影響評価(CIE)×因果影響分析×
分野因果推論因果推論
系統Regression modelRegression model
提唱年1970s–2000s2015
提唱者Heckman, Imbens, Rubin, and the program evaluation literatureKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
種類Causal inference / program evaluationBayesian causal inference / counterfactual forecasting
原典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 ↗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CIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluationCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
関連55
概要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.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.
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ScholarGate手法を比較: Counterfactual Impact Evaluation · Causal Impact Analysis. 2026-06-19に以下より取得 https://scholargate.app/ja/compare