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Анализ каузального воздействия с гетерогенными эффектами воздействия×Анализ причинно-следственного воздействия (Causal Impact Analysis)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления2015-20162015
Автор методаBrodersen et al. (causal impact framework, 2015); Athey & Imbens (HTE estimation, 2016)Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
ТипCausal inference / heterogeneous effects estimationBayesian causal inference / counterfactual forecasting
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 ↗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 ↗
Другие названияHTE-CausalImpact, CATE causal impact, heterogeneous causal impact, subgroup causal impact analysisCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Связанные55
СводкаHeterogeneous 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.
ScholarGateНабор данных
  1. v1
  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Heterogeneous treatment effect Causal impact analysis · Causal Impact Analysis. Получено 2026-06-19 из https://scholargate.app/ru/compare