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베이즈 합성 통제 방법×베이즈 차이의 차이(Bayesian Difference-in-Differences)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도2015 (Bayesian formulation); 2003 (original SCM by Abadie & Gardeazabal)2015-2023
창시자Brodersen, Gallusser, Koehler, Remy & Scott; building on Abadie, Diamond & HainmuellerLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
유형Bayesian causal inference / synthetic controlBayesian causal inference / panel regression
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 ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
별칭Bayesian SCM, Bayesian synthetic controls, probabilistic synthetic control, Bayesian SCBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
관련55
요약The 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.Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.
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ScholarGate방법 비교: Bayesian Synthetic Control Method · Bayesian Difference-in-Differences. 2026-06-15에 다음에서 검색함: https://scholargate.app/ko/compare