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반사실적 영향 평가 (CIE)×인과 충격 분석×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도1970s–2000s2015
창시자Heckman, Imbens, Rubin, and the program evaluation literatureKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
유형Causal inference / program evaluationBayesian causal inference / counterfactual forecasting
원전Heckman, J. J., & Vytlacil, E. J. (2007). Econometric evaluation of social programs, Part I: Causal models, structural models and econometric policy evaluation. Handbook of Econometrics, 6B, 4779-4874. 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 ↗
별칭CIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluationCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
관련55
요약Counterfactual Impact Evaluation is a family of causal methods that estimates the effect of an intervention by comparing what actually happened to participants with what would have happened had the intervention not taken place. Formalised in the Rubin Causal Model and extended by Heckman, Imbens and others, CIE underlies most modern program and policy evaluation practice.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: Counterfactual Impact Evaluation · Causal Impact Analysis. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare