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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 modelRegression model
起源年份1970s–2000s2015
提出者Heckman, Imbens, Rubin, and the program evaluation literatureKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
类型Causal inference / program evaluationBayesian 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 evaluationCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
相关55
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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ScholarGate方法对比: Counterfactual Impact Evaluation · Causal Impact Analysis. 于 2026-06-19 检索自 https://scholargate.app/zh/compare