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Robust Causal Impact Analysis

Robust Causal Impact Analysis extends the Bayesian structural time-series CausalImpact framework (Brodersen et al., 2015) by embedding systematic robustness checks — in-time placebo tests, in-space placebo controls, covariate sensitivity analysis, and prior sensitivity assessments — to verify that a detected intervention effect is genuine and not an artifact of model choices or coincidental data patterns.

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Robust Causal Impact Analysis with Sensitivity and Placebo Checks

Taksonomisk metoderegister · regression-model / causal-inference

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 10.1214/14-AOAS788
Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. · ISBN 978-0300251685

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