伪增量性检验：从自然发生的干预中测量广告增量效应
Pseudo-Incrementality Testing: Measuring Advertising Lift from Naturally Occurring Interventions
- Trinity College Dublin, School of Computer Science and Statistics（都柏林圣三一学院，计算机科学与统计学院）
- Trinity College Dublin, Trinity Business School（都柏林圣三一学院，圣三一商学院）
机构由 AI 辅助整理，请以论文原文为准。
AI总结：
本文提出一种两阶段准实验方法，利用贝叶斯游程推断和结构时间序列反事实，在无随机实验时测量广告增量效应，并在Meta基准上验证了精确性和有效性。
AI中文摘要：
我们开发了一种在无法进行随机实验的情况下测量广告增量效应的方法。企业会在自身营销中产生突然的干预，作为运营的副产品：预算被削减、渠道启动、项目暂停。我们提出一个两阶段程序，将这些事件视为准实验。第一阶段通过精确贝叶斯游程推断在营销活动序列上发现并确定干预的日期。第二阶段针对方差受限的结构时间序列反事实进行因果影响分析，采用基于模拟的推断、五个资格条件以及闭式功效界。我们在Meta随其GeoLift框架发布的两个实验基准上验证了该程序。该方法在两种情况下都精确识别了干预日期。在广告被移除的实验中，它恢复的效果与实验估计相差6.2%（隐含回报为1.50对1.60）。在广告被添加的实验中，其90%区间覆盖了实验估计并排除了零。在相同发布数据上评估的六个估计量中，我们的方法是唯一不需要地理面板且产生的区间在两个实验上都正确且足够窄以采取行动的方法。
英文摘要：
We develop a method for measuring the incremental effect of advertising when randomized exper- iments are unavailable. Firms generate abrupt interventions in their own marketing as a byproduct of operations: budgets are cut, channels launch, programs pause. We propose a two-stage proce- dure that treats these events as quasi-experiments. The first stage discovers and dates interventions by exact Bayesian run-length inference on marketing activity series. The second stage runs a causal impact analysis against a variance-constrained structural time series counterfactual, with simulation-based inference, five qualification conditions, and a closed-form power bound. We validate the procedure on the two experimental benchmarks that Meta released with its GeoLift framework. The method identifies the day of intervention exactly in both cases. On the experiment where advertising was removed, it recovers the effect within 6.2 percent of the experimental esti- mate (implied return of 1.50 versus 1.60). On the experiment where advertising was added, its 90 percent interval covers the experimental estimate and excludes zero. Of six estimators evaluated on the same released data, ours is the only one that requires no geographic panel and produces intervals that are both correct on both experiments and narrow enough to act on.
