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베이지안 플라시보 검정×인과 충격 분석×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2010-20152015
창시자Brodersen, Gallusser, Koehler, Remy & Scott (Bayesian causal impact context); Abadie, Diamond & Hainmueller (placebo permutation tradition)Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
유형Robustness check / falsification testBayesian causal inference / counterfactual forecasting
원전Brodersen, 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 ↗
별칭Bayesian falsification test, Bayesian permutation placebo, Bayesian robustness check, Bayesian in-time placeboCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
관련55
요약The Bayesian Placebo Test is a falsification strategy for causal inference that applies Bayesian inference to placebo scenarios — either fake treatments in the pre-intervention period, on unaffected units, or at fictitious cut-offs — to verify that observed treatment effects cannot plausibly arise by chance or from a misspecified model. It integrates prior information and yields posterior distributions of placebo effects for direct probabilistic comparison.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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ScholarGate방법 비교: Bayesian Placebo Test · Causal Impact Analysis. 2026-06-17에 다음에서 검색함: https://scholargate.app/ko/compare