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Байесовский метод синтетического контроля×Байесовский метод разности разностей (Bayesian Difference-in-Differences)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления2015 (Bayesian formulation); 2003 (original SCM by Abadie & Gardeazabal)2015-2023
Автор методаBrodersen, Gallusser, Koehler, Remy & Scott; building on Abadie, Diamond & HainmuellerLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
ТипBayesian causal inference / synthetic controlBayesian causal inference / panel regression
Основополагающий источникBrodersen, 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 ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
Другие названияBayesian SCM, Bayesian synthetic controls, probabilistic synthetic control, Bayesian SCBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Связанные55
СводкаThe Bayesian Synthetic Control Method estimates the causal effect of an intervention on a single treated unit by constructing a probabilistic counterfactual from a weighted combination of untreated donor units. Unlike the classical SCM, it places a prior distribution over the synthetic weights, yielding full posterior uncertainty intervals for the counterfactual trajectory and the treatment effect at each post-intervention time point.Bayesian 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.
ScholarGateНабор данных
  1. v1
  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Bayesian Synthetic Control Method · Bayesian Difference-in-Differences. Получено 2026-06-15 из https://scholargate.app/ru/compare