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Counterfactual Impact Evaluation (CIE)×Causale Impact Analyse×
VakgebiedCausale inferentieCausale inferentie
FamilieRegression modelRegression model
Jaar van ontstaan1970s–2000s2015
GrondleggerHeckman, Imbens, Rubin, and the program evaluation literatureKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
TypeCausal inference / program evaluationBayesian causal inference / counterfactual forecasting
Oorspronkelijke bronHeckman, 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 ↗
AliassenCIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluationCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Verwant55
SamenvattingCounterfactual 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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  3. PUBLISHED
  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Counterfactual Impact Evaluation · Causal Impact Analysis. Geraadpleegd op 2026-06-19 via https://scholargate.app/nl/compare