เปรียบเทียบวิธี
ดูวิธีที่เลือกเทียบกันแบบเคียงข้าง แถวที่ต่างกันจะถูกเน้นไว้
| Bayesian Difference-in-Differences× | การวิเคราะห์ผลกระทบเชิงสาเหตุ× | |
|---|---|---|
| สาขาวิชา | การอนุมานเชิงสาเหตุ | การอนุมานเชิงสาเหตุ |
| ตระกูล | Regression model | Regression model |
| ปีกำเนิด≠ | 2015-2023 | 2015 |
| ผู้ริเริ่ม≠ | Li & 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) |
| ประเภท≠ | Bayesian causal inference / panel regression | Bayesian causal inference / counterfactual forecasting |
| แหล่งต้นตำรับ≠ | Li, 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 ↗ |
| ชื่อเรียกอื่น | Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| ที่เกี่ยวข้อง | 5 | 5 |
| สรุป≠ | 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. | 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. |
| ScholarGateชุดข้อมูล ↗ |
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