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Cross Validated

Questions tagged [causalimpact]

CausalImpact R package for estimate the effect of an intervention on a time series.

55 questions
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Endogenous subgroups in impact estimation

I am using RCT data to estimate the impact of a program. After doing the straightforward analysis, I decided to estimate the program impact by subgroups (treatment status*subgroup). The subgroups were ...
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26 views

Using CausalImpact in R, observed data affected by event that could not affect priors

I am just starting out using the Causal Impact package in R. I am looking at observed data where I know there will be periods of extra traffic due to outside forces. However I cant find any unbiased ...
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0answers
51 views

How to calculate causal effects with repeated exogenous shocks over a time series

A rather frequent problem in causal inference is that we come across various shocks over time and try to measure their impact. In the case of a single shock we can use bayesian methods to predict how ...
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30 views

Impact of propensity model

I have built a propensity model, which gives out probabilities of a customer paying given a collection intervention using a xgboost model. The model has an AOC-ROC of 81% with an accuracy of 77% ...
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40 views

Default CausalImpact Package

I am trying to gain an understanding of the CausalImpact package and the BSTS approach. Consider the following model: $y_t = \mu_t + z_t + \epsilon_t$, where $\epsilon_t \sim N(0,s^2)$, and $\mu_{t+...
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1answer
61 views

How is the posterior tail-area probability calculated?

I am currently using the CausalImpact package for some research and in this context I need to know and be able to explain, how the posterior tail-area probability is calculated in order to reproduce ...
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0answers
28 views

inclusion of static variables as covariates [closed]

Is there a clear way to include static variables e.g. elevation as covariates in the CausalImpact pacakge. Any guidance would be greatly appreciated. Anand
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1answer
53 views

Incorporating Fixed Effects with Causal Impact

I have observations on a dependent variable of interest, $Y_{ijt}$, where $t \in [1,2,...T]$ denotes the time, $i$ denotes a particular brand and $j$ a specific product item. At $t=k$, there was an ...
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1answer
125 views

Synthetic control and unobserved confounders

The synthetic control (cohort) method is a very promising approach to causal inference that has been used in a number of interesting studies. It's particularly useful in situations where data are only ...
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1answer
44 views

Pre.intervention and post.intervention should be contiguous in CausalImpact?

I am running a CausalImpact analysis on a time series and my pre.period goes from 01.01.15 to 30.03.15. I want my post period to be from 15.04.15 to 17.04.15. Is it ok if I create a time series that ...
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0answers
23 views

Assesing impact for rolling enrollment data

I'm running an experiment where some of the users are shown a new widget when they become eligible (some conditions that are unrelated to the experiment itself). I have a control counterfactual group ...
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1answer
61 views

Is it possible to predict the pre-intervention period rather than the post-period using Google's CausalImpact function?

I want to use to Google's causal impact function to impute the effect of an intervetion. However, my data is structured as: pre-period=1991-1995, intervetion occurs, post-period=1996-2017. To clarify, ...
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1answer
170 views

How to choose Control groups for Causal Impact algorithm?

I'm running an experiment and want to use the Causal Impact function to assess how well it performs. I have 10 different cities. I'm looking to find out what is the best method for choosing which ...
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1answer
73 views

How to use a custom model in CausalImpact where preperiod.start is not right after preperiod.end?

I want to train on a period that isn't immediately preceding the prediction period. You can do this using the default causal model but I'm not sure how with a custom model. Straight from the ...
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2answers
144 views

Interpreting Mediation Output when ACME is stat. sig but ADE and Total are not

The mediation package in R returns results in which: The Average Causal Mediated Effect (ACME) (the effect of the mediator alone) is positive and statistically significant Average Direct Effect (ADE) ...
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280 views

Pro and cons between Bayesian structural time series (BSTS) vs difference-in-differences?

Google's paper markets BSTS's benefits over DID such that "In contrast to classical difference-in-differences schemes, state-space models make it possible to (i) infer the temporal evolution of ...
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1answer
103 views

Explaining the results of the CausalImpact package where effect is not statistically significant

I've been using the CausalImpact package to compare patent renewal rates across different classes of patents (to determine whether subject matter decisions have particular impacts on the rise or fall ...
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2answers
598 views

How to study the causal impact on multiple time series of interest against multiple baselines

My data consist of time series of Wikipedia hits for football players. I want to use the CausalImpact package to explore the effect of the World Cup on their ...
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0answers
146 views

Causal Impact: Continuous Pre-Intervention to Post-Intervention Time Periods?

Within the context of using R package CausalImpact (Brodersen et. al, 2015), is it valid to use time Periods that are noncontinuous for the Pre-Intervention and Post Intervention time periods? For ...
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2answers
119 views

CausalImpact: Valid for Single Market [closed]

Is it possible to use the R package CausalImpact (Brodersen et. al, 2015) to estimate the incremental lift of running a local TV ad campaign in Iowa City,IA? We are also running national TV ads across ...
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141 views

Generalizing “Causal Impact” synthetic controls, to multiple outcomes

Does anybody know a way to generalize the use of the Causal Impact google R package to multiple outcome time series? Say I ran a time series experiment and was able to set up multiple test outcome ...
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1answer
275 views

Scaling control time series with CausalImpact

I'm doing Causal Impact analytics with this python package. Since my control time series have a much larger scale (100-10000 times larger) than my modeled variable, at some point I tried to scale the ...
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1answer
267 views

Reduce credible intervals in Causal Impact model

I'm hitting an issue with a causal impact model that I'm building. I'm trying to create a counter factual for daily sales at one store (nseasons = 7). I've included sales for 5 other stores nearby. ...
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1answer
84 views

How can you quantify the effect of a campaign in CausalImpact?

I have been working with the CausalImpact R-package to check whether new campaigns or features had a significant impact on a time-series. I would like to know if it is possible to quantify this ...
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1answer
164 views

How to reason about causal effect in time series when the treatment group reacts even before treatment?

Context: I'm running into a strange phenomenon about treatment effect and causality that I'll try to recreate here. Let's say I'm doing an observational study: Do people spend more time online as a ...
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1answer
449 views

Difference between using propensity score matching and CausalImpact for causal inference?

I'm investigating causal effect in some financial data, and I'm using two different approaches: propensity score matching with stratification and the CausalImpact package for Bayesian structural time ...
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1answer
122 views

BSTS employing purposedly spurious regressors for causal impact analysis

I'm employing Google Correlate time series to evaluate the causal impact of an intervention on a variable of interest y. I made sure that the Google series are highly correlated with y during the pre-...
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1answer
348 views

CausalImpact with Custom BSTS Model

I'm wanting to use a custom bsts model within the CausalImpact package, and I understand that I need to use a control group in my data; however, I don't really understand where that control group fits ...
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105 views

(CausalImpact) How to incorporate prior trend into counterfactual? [closed]

I'm working with the CausalImpact package for predicting a counterfactual time series. From prior analysis, I know that the true counterfactual series ought to show a downward trend, but the package ...
3
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0answers
337 views

Specifying seasonality component in Causal impact

How do I supply yearly(month/week of the year) + day of the week seasonality in causal impact? I have 1 year of data in the pre period at daily granularity i.e. 365 data points. would, nseasons =52 ...
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1answer
188 views

Synthetic Control and Causal Analysis

I am creating a synthetic control variable in which I want to use in order to perform a causal impact analysis of our marketing campaign. The goal is to find a set of predictor time series that are ...
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2answers
204 views

Meta-Analysis on Effect Sizes with 95% Bayesian CI from CausalImpact R package

I am using the CausalImpact package in R to calculate the impact of a marketing intervention using Bayesian Structural Time Series. This methodology and package is explained in Broderson et al. 2015 ...
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0answers
330 views

Remove price and promotion effects from sales time series

I'm trying to measure the effect of an in-store media campaign on the sales. I have sales data along the time for test (treated) stores and control (not treated) stores. Before comparing test and ...
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0answers
274 views

Bayesian structural time series with few data points (using CausalImpact)

I am experimenting with the CausalImpact package https://google.github.io/CausalImpact/CausalImpact.html (Brodersen et al. 2015) which uses Bayesian structural time-...
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1answer
445 views

Q: R - CausalImpact | order of control time series [closed]

My colleagues and I have been using Google's R-package CausalImpact for a while but recently discovered something that we can't quite explain. Depending on the order of including the different control ...
1
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1answer
273 views

Causality Analysis and test of Independence

First the problem: I am refering to lecture note, on page 480, 2nd paragraph, it mentions If X is in fact useless for predicting Y given Z, then an adaptive bandwidth selection procedure (like ...
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0answers
110 views

Can I use a list (or similar) of multiple date ranges for pre and post periods?

In the documentation (https://google.github.io/CausalImpact/CausalImpact.html) for CasualImpact there is an example of setting pre and post periods of the treatment: ...
3
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1answer
809 views

Bayesian Structural Time Series in BSTS package: implementing mixed model

I have been using BSTS package for quite a while and I have found it pretty effective with respect to ARIMAX models. I was wondering whether it would be possible to share regression coefficients in ...
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1answer
323 views

CausalImpact: model in the paper and default in the package

I was utilising CausalImpact for a study. Only recently did I realise that the model described in the associated paper was different to the default model implemented in the package. The paper was ...
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1answer
670 views

What does Posterior tail-area probability mean in Causal Impact?

I'm new to CausalImpact package in R. I'm trying to understand what the p-value or Posterior tail-area probability mean in the summary. Does it mean that because the p-value is very low, the chance ...
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0answers
145 views

Chow Test and Structural Breaks

I am an economics student and we are tasked to make a mini thesis. I was thinking in getting smoking demand determinants and the effect of sin tax (excise tax on tobacco here in the Philippines and ...
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1answer
54 views

Comparing store sales based on time period

I am trying to refine the way my company validates tests in retail stores for products that we sell. The prior way was only to look at immediate change in dollar and unit sales without taking into ...
1
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1answer
121 views

Estimation of treatment effect when there is an unknown and variable coverage of the population

I am not sure if I am using the correct terminology, something must be written about the following problem, but I cannot find it by searching. I am presently analyzing data about the effect of ...
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1answer
136 views

Evaluating the Impact of National Policies Using Panel Data

I have a panel data set covering various countries over various years. I have information about the years in which these countries published an entrepreneurship policy - some countries only published ...
6
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1answer
680 views

Using Google Causal Impact package to assess the significance of a planned intervention

I am using the Causal Impact package in R to infer the causal effect of an intervention in some data which are highly correlated and seasonal. Specifically, i got 17 days of hourly data, intervetion ...
3
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2answers
503 views

Odd behaviour in CausalImpact (R)

I'm finding some odd behaviour in Google's CausalImpact R package and wondered if anyone has found the same and knows the cause. If you feed the package a certain length time series, the model snaps ...
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1answer
297 views

The Causal Impact Package in R could not trace the right number in the test group

I have this sample dataset which is as follow: head(data) ...
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0answers
290 views

Causal Impact and using multiple control series with their regressors

Hi all I am analyzing several DMA's for campaign effectiveness using the CausalImpact package by Kay Brodersen. I have data for participants and non-participants INCLUDING their contemporaneous ...
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0answers
94 views

Counterfactual analysis in the absence of an exogenous intervention

I am interested in exploring the causal effect of poverty on the adoption of a number of climate-resilient agriculture practices in sub-Saharan Africa. In exploring the causal effect of poverty (a ...
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1answer
271 views

How does CausalImpact Prevent Overfitting

I'm using Google Research's Causal Impact package, and I'd like to understand more fully how the package prevents overfitting and selecting a bad batch of the covariates by chance. Here's the ...

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