方法对比
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| 反事实影响评估 (CIE)× | 因果影响分析× | |
|---|---|---|
| 领域 | 因果推断 | 因果推断 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1970s–2000s | 2015 |
| 提出者≠ | Heckman, Imbens, Rubin, and the program evaluation literature | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| 类型≠ | Causal inference / program evaluation | Bayesian causal inference / counterfactual forecasting |
| 开创性文献≠ | Heckman, J. J., & Vytlacil, E. J. (2007). Econometric evaluation of social programs, Part I: Causal models, structural models and econometric policy evaluation. Handbook of Econometrics, 6B, 4779-4874. 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 ↗ |
| 别名 | CIE, counterfactual evaluation, counterfactual policy evaluation, impact evaluation | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| 相关 | 5 | 5 |
| 摘要≠ | Counterfactual Impact Evaluation is a family of causal methods that estimates the effect of an intervention by comparing what actually happened to participants with what would have happened had the intervention not taken place. Formalised in the Rubin Causal Model and extended by Heckman, Imbens and others, CIE underlies most modern program and policy evaluation practice. | 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. |
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