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Heterogeneous treatment effect Causal impact analysis×Analiza wpływu przyczynowego×
DziedzinaWnioskowanie przyczynoweWnioskowanie przyczynowe
RodzinaRegression modelRegression model
Rok powstania2015-20162015
TwórcaBrodersen et al. (causal impact framework, 2015); Athey & Imbens (HTE estimation, 2016)Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
TypCausal inference / heterogeneous effects estimationBayesian causal inference / counterfactual forecasting
Źródło pierwotneBrodersen, 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 ↗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 nazwyHTE-CausalImpact, CATE causal impact, heterogeneous causal impact, subgroup causal impact analysisCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Pokrewne55
PodsumowanieHeterogeneous treatment effect causal impact analysis extends the Bayesian structural time-series causal impact framework to estimate not just the average effect of an intervention but how that effect varies across subgroups or individual units. By combining counterfactual prediction with conditional average treatment effect (CATE) estimation, it reveals which groups benefit most or least from an intervention.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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