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인과 충격 분석×성향 점수 매칭×
분야인과추론연구 통계
계열Regression modelProcess / pipeline
기원 연도20151983
창시자Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)Paul Rosenbaum and Donald Rubin
유형Bayesian causal inference / counterfactual forecastingMethod
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 ↗Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. DOI ↗
별칭CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysisPSM, propensity score weighting, covariate balance
관련53
요약Causal 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.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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