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| ポリシー評価因果影響分析× | 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 | 2015 |
| 提唱者≠ | Brodersen, Gallusser, Koehler, Remy & Scott (2015); adapted for policy evaluation contexts | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| 種類≠ | Bayesian counterfactual / time-series | 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 | policy causal impact, BSTS policy evaluation, Bayesian policy impact assessment, CIA policy evaluation | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| 関連≠ | 6 | 5 |
| 概要≠ | Policy Evaluation Causal Impact Analysis applies the Bayesian structural time-series (BSTS) framework of Brodersen et al. (2015) to estimate the causal effect of a policy intervention on aggregate outcomes. By constructing a synthetic counterfactual from pre-policy data and control covariates, it asks: what would have happened had the policy not been enacted? The difference between observed and predicted post-policy outcomes is the estimated policy effect. | 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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