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| Bayesiansk kausalitetsanalys× | Differens-i-differens (DiD)× | |
|---|---|---|
| Ämnesområde≠ | Kausal inferens | Ekonometri |
| Familj | Regression model | Regression model |
| Ursprungsår≠ | 2015 | 1994 |
| Upphovsperson≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Google) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Typ≠ | Bayesian causal inference / time series | Causal inference / panel regression |
| Ursprungskälla≠ | 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 ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Alias≠ | CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Närliggande≠ | 4 | 5 |
| Sammanfattning≠ | Bayesian Causal Impact Analysis uses a Bayesian structural time series (BSTS) model to estimate the causal effect of an intervention on a time series outcome. Developed by Brodersen and colleagues at Google in 2015, it builds a probabilistic counterfactual — what the series would have looked like without the intervention — from pre-intervention data and optional control covariates, then compares it with the observed post-intervention values to produce a fully Bayesian posterior over the causal effect. | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. |
| ScholarGateDatamängd ↗ |
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