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인과 충격 분석×합성 통제 방법 (SCM)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20152003–2010
창시자Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)Alberto Abadie & Javier Gardeazabal (2003); Abadie, Diamond & Hainmueller (2010)
유형Bayesian causal inference / counterfactual forecastingQuasi-experimental causal inference
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 ↗Abadie, A., Diamond, A., & Hainmueller, J. (2010). Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program. Journal of the American Statistical Association, 105(490), 493-505. DOI ↗
별칭CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysisSCM, synthetic control, synth estimator, Abadie-Diamond-Hainmueller method
관련54
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.The Synthetic Control Method estimates the causal effect of a treatment or policy on a single treated unit by constructing a weighted combination of untreated units — the synthetic control — that closely resembles the treated unit before the intervention. The gap between the treated unit and its synthetic counterpart after the intervention is the estimated treatment effect.
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