Questions tagged [causalimpact]

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

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Selecting best Causal Impact model from available set of different models [closed]

I am working on figuring out methodology to find best Causal Impact model from available set of different models generated by Causal Impact Library. Currently, I am exploring cross-validation approach ...
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Causal Impact R - Ending the intervention period before the end of the time series [closed]

so I am using Causal impact, and my intervention period is continuous over a week, then ends and the data should pretty much go back to normal. (for example if i was looking at number of customers in ...
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20 views

How to choose control groups (and how many) to use in CausalImpact?

I'm using the CausalImpact package and noticed that the results are very sensitive to the choice of control groups being fed. My main questions are: Is there a recommended approach for how to choose ...
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38 views

Backtesting for Causal Impact and multiple testing correction

I plan to run a CausalImpact model to estimate the effect of an intervention on my metric of interest. In order to estimate the real false positive rate and the real power of the experiment given the ...
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29 views

Causal impact predictions : How to account for holidays in post period?

I'm trying to use the causal impact package to test the effects of a product release. My data is at a day level and I'm using a nseasons=7 paramater, which produces ...
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20 views

CausalImpact - Estimated coefficients of predictor variables

I am using the R package CausalImpact and in my model I am including several predictor variables. I know that I can plot the posterior probability of each predictor being included in the model using &...
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33 views

CausalImpact for a single individual time series of physiological data

I am using CausalImpact for the first time and I am not completely sure whether it would be statistically correct for my case. We wanted to test if the change of enclosure did significantly impact the ...
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31 views

If correcting p values for multiple comparisons in backtesting, do I need to correct the actual test's p value too?

My question relates to p-value correction in the context of causal inference using the causal impact method developed by Brodersen et al. for Google [link]. In trying to validate the accuracy and ...
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27 views

Picking a suitable performance metric when comparing the same model but using different sets of training data (Causal inference model)

I am comparing the same models prediction accuracy (Causal Impact) using different control variables as predictors and looking for a metric to decide which set of controls to use. Reading into AIC and ...
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26 views

Customized model in CausalImpact library whitout exogenous variable (python)

I am interested in using the CausalImpact library that uses Bayesian structural time series models. However I can't find a way to define my own model without incorporating an exogenous variable. When ...
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1answer
115 views

Generalized difference-in-differences where all units are treated, but at a different intensity

Is it possible to run a generalized difference-in-differences analysis where all units are treated, but at a different intensity? In my situation, a policy was introduced in 5 countries, designed to ...
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1answer
125 views

Inferring causal effects on a time series from a forecast

Part of my job is measuring the effect of marketing interventions using experiments when possible, or estimating their effect when it's not possible to experiment. I know relatively little about ...
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108 views

difference-in-difference: Dynamic treatment group/timing

I want to use difference-in-difference (DiD) to estimate a treatment effect. However, my problem is a little different from the standard DiD application in that: The items in the treatment group may ...
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41 views

how to measure the causal impact of interventions which happen at different times on different time series?

My data consists of a bunch of time series of daily clicks on some merchandises on a website, a portion of which have an intervention (only 1 intervention per time series), others don't. The ...
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31 views
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57 views

Causal Inference on test scores

I administered a test and wanted to know if the exam scores were influenced by watching videos. The participants were randomly entered into 2 arms. I have one control arm that did not watch videos, ...
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1answer
54 views

Difference in difference with similar units over 2 periods of time

I have ESG (Environmental, Social & Governance) scores for 20 companies over a period of 10 years. In the fifth year a policy was introduced and I want to estimate the impact/effect of the policy ...
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148 views

causal impact estimation

say i have following causal model: outcome variable: Y (e.g. sales) treatment variable: T (e.g. price) covariate variable: x2 (e.g. traffic) unobserved variables: U (unobserved) causal relation: ...
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how to run causalImpact on a time series with multiple interventions?

In CausalImpact package, one defines pre-period and post-period for a single intervention. However, in the scenarios where there are multiple interventions at irregular time intervals, is there a way ...
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What is a collider

The term "collider" is usually taken to mean a variable in a causal relationship that opens up spurious correlation -- usually between the outcome and the treatment variable (and hence would ...
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43 views

Modeling year-level seasonality in R-package CausalImpact for bayesian structural time-series

I have a time-series history of 2 years with spikes occcuring once a year (christmas time) and am trying to model it with a seasonal component tat catches this yearly spike. However, no matter if I ...
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62 views

Why diff-in-diff over regression with control variable for measuring treatment intervention in time series?

Let's suppose we have a time series data set, with an intervention period for the treatment where the mean of the independent variable increases by 10. The goal is to measure the effect of the ...
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17 views

Isolating and Quantifying Price Change effects in Products

Let say, I changed prices in my products or changed rebates for quantity. Then, after a while I want to analyse what effect this particular measure caused on my revenues. Of course there are some ...
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1answer
65 views

CausalImpact plot upper and lower bounds

Below is a screenshot of causal impact result. Upper and lower bounds of point wise results plot hovers around 10k and -10k. In summery statistics, sd shows 1879 with 95 CI of -4674 and 2736. Is the ...
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125 views

CausalImpact estimates a statistically significant impact for multiple intervention-free validation periods

While trying to validate the estimated impact by CausalImpact package I ran backtests on several dummy pre and post time-periods prior to the actual intervention but ended up with statistically ...
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1answer
162 views

Causal impact R - Is it possible to model multiple the pre and post periods? Indivudally for participants

I would like to use the causal impact algorithm, however, not in the context of marketing, but in medicine. The problem is that the intervention does not take place at the same time, but on an ...
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2k views

Staggered Diff-in-Diff: multiple treatments equation

I wonder if you can help me to figure out how to rewrite basic difference-in-difference equation (pictured) so that it takes into account the fact that treatment has occurred at different times for ...
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68 views

Combine Different Metrics to CausalImpact

I am currently trying to understand the Google package of CausalImpact, to be more concrete the python implementation. My current state is that I have for example the sales of a car on different ...
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1answer
66 views

How to test the stability assumption when using the CausalImpact package in R?

In the case of CausalImpact it is assumed that the relationship between covariates and treated time series, as established during the pre-period, remains stable throughout the post-period. Why is it ...
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118 views

How to use CausalImpact in R to construct an interrupted time series model with >2 periods of interest?

I would like to conduct an interrupted time series analysis on data with three time periods: Pre intervention During intervention Post intervention My outcome variable is a continuous biological ...
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95 views

Logistic Regression Coefficient Intrepretation - Impact On Churn

I am using logistic to see the relationship between churn and minute seen. I get something like this ...
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1answer
114 views

Using CausalImpact to estimate uplift attributed to a promotion for logged-in users

I'm working for an online travel agency, and we've been exploring the use of the causalImpact algorithm for the following problem: Hotel owners that sell room-...
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1answer
160 views

These summary statements seem contradictory, or have I misunderstood something?

So here's the output summary I got when running an analysis. This means that, although it may look as though the intervention has exerted a negative effect on the response variable when considering ...
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1answer
269 views

Causal Impact: how to show all data points in predicted series? [closed]

This might be a very basic code question, but thank you for your help. I have used the Causal Impact package to run a regression on a data set with 144 monthly observations, cutting at point 88. I ...
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275 views

Estimate the time series like an event was never happened

I have data from a website where a specific advertising campaign happened a couple of years ago. What I want to do is to estimate how the signups on that website would have been without that big ...
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1answer
92 views

Matching subjects with themselves when evaluating short term outcomes

I am considering a simple causal inference scenario; Let's say we want to examine the effect of paracetamol (treatment) on curing headache (outcome). When performing matching, is it okay to match ...
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50 views

Ok to use PSM to create treatment groups and then plug into CausalImpact? [closed]

Is it ok to use propensity score matching to create treatment and control groups and then plug these two time series into CausalImpact to estimate your treatment effect? I might want to do this, for ...
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1answer
379 views

CausalImpact Conflicting Results - Posterior prob. v Confidence Interval

I'm getting conflicting results from a Causal Impact analysis I'm running. The 95% C.I. indicates that 0 is included and thus the impact is not significant; however the Posterior Probability is <....
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335 views

How should I specify seasonality in CausalImpact? [closed]

I am working with the Python implementation of Google's CausalImpact package. My data is at daily frequency (365 observations per year); however, to inspect the effect of intervention, my pre-period ...
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1answer
105 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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278 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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151 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+1} ...
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1answer
213 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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59 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
133 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
439 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
119 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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37 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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117 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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1k 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 ...