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頑健な合成コントロール法×ベイズ合成コントロール法×
分野因果推論因果推論
系統Regression modelRegression model
提唱年20212015 (Bayesian formulation); 2003 (original SCM by Abadie & Gardeazabal)
提唱者Cattaneo, Feng & Titiunik (2021); building on Abadie, Diamond & Hainmueller (2010)Brodersen, Gallusser, Koehler, Remy & Scott; building on Abadie, Diamond & Hainmueller
種類Quasi-experimental causal inferenceBayesian causal inference / synthetic control
原典Cattaneo, M. D., Feng, Y., & Titiunik, R. (2021). Prediction Intervals for Synthetic Control Methods. Journal of the American Statistical Association, 116(536), 1865-1880. 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Robust SCM, Inference-robust synthetic control, Synthetic control with valid inference, SCM with prediction intervalsBayesian SCM, Bayesian synthetic controls, probabilistic synthetic control, Bayesian SC
関連55
概要The robust synthetic control method extends the classic synthetic control estimator by providing statistically valid uncertainty quantification and inference. Developed by Cattaneo, Feng and Titiunik (2021), it addresses a core limitation of the original approach — the lack of formal prediction intervals — making causal conclusions more defensible when only a single treated unit is observed.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.
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ScholarGate手法を比較: Robust Synthetic Control Method · Bayesian Synthetic Control Method. 2026-06-17に以下より取得 https://scholargate.app/ja/compare