ScholarGate
Asistent

Compară metode

Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Diferențe în Diferențe Bayesian×Analiza Impactului Cauzal×
DomeniuInferență cauzalăInferență cauzală
FamilieRegression modelRegression model
Anul apariției2015-20232015
Autorul originalLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
TipBayesian causal inference / panel regressionBayesian causal inference / counterfactual forecasting
Sursa seminalăLi, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗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 ↗
Denumiri alternativeBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimatorCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Înrudite55
RezumatBayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.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.
ScholarGateSet de date
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

Mergi la căutare Descarcă prezentarea

ScholarGateCompară metode: Bayesian Difference-in-Differences · Causal Impact Analysis. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare