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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 model | Regression model |
| 提唱年≠ | 1970s–2000s | 2015 |
| 提唱者≠ | Heckman, Imbens, Rubin, and the program evaluation literature | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| 種類≠ | Causal inference / program evaluation | Bayesian 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 evaluation | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| 関連 | 5 | 5 |
| 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. |
| ScholarGateデータセット ↗ |
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