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| Ewaluacja wpływu metodą kontrfaktyczną (CIE)× | Analiza wpływu przyczynowego× | |
|---|---|---|
| Dziedzina | Wnioskowanie przyczynowe | Wnioskowanie przyczynowe |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1970s–2000s | 2015 |
| Twórca≠ | Heckman, Imbens, Rubin, and the program evaluation literature | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| Typ≠ | Causal inference / program evaluation | Bayesian causal inference / counterfactual forecasting |
| Źródło pierwotne≠ | Heckman, 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 ↗ |
| Inne nazwy | CIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluation | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| Pokrewne | 5 | 5 |
| Podsumowanie≠ | Counterfactual 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. |
| ScholarGateZbiór danych ↗ |
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