A Bayesian multivariate factor analysis model for causal inference using time-series observational data on mixed outcomes
Pantelis Samartsidis,
Shaun R Seaman,
Abbie Harrison
et al.
Abstract:Summary
Assessing the impact of an intervention by using time-series observational data on multiple units and outcomes is a frequent problem in many fields of scientific research. Here, we propose a novel Bayesian multivariate factor analysis model for estimating intervention effects in such settings and develop an efficient Markov chain Monte Carlo algorithm to sample from the high-dimensional and nontractable posterior of interest. The proposed method is one of the few that can simultaneously … Show more
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