Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Аналіз причинно-наслідкового впливу на панельних даних× | Аналіз причинно-наслідкового впливу× | |
|---|---|---|
| Галузь | Причинно-наслідковий висновок | Причинно-наслідковий висновок |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2015 (base method); panel extension mid-2010s | 2015 |
| Автор методу≠ | Brodersen et al. (2015); panel extension by Holtz et al. and subsequent literature | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| Тип≠ | Bayesian structural time-series causal inference | Bayesian causal inference / counterfactual forecasting |
| Основоположне джерело | 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 ↗ | 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 ↗ |
| Інші назви | Panel CausalImpact, multi-unit causal impact, panel BSTS causal inference, panel structural time-series causal analysis | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| Пов'язані≠ | 6 | 5 |
| Підсумок≠ | Panel data causal impact analysis extends the Bayesian structural time-series approach of Brodersen et al. (2015) to multi-unit panel settings, estimating the counterfactual for several treated units simultaneously using control units as a donor pool. It produces credible intervals for the causal effect at each post-intervention time point, aggregated across units and periods. | 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. |
| ScholarGateНабір даних ↗ |
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