意思決定に繋げるための因果推論（DID）と PythonによるCausalImpact

Transcript

1. ɹˏୈճҙࢥܾఆͷͨΊͷσʔλ෼ੳษڧձPOMJOF
   ҙࢥܾఆʹܨ͛ΔͨΊͷҼՌਪ࿦ʢ%*%ʣͱ
   1ZUIPOʹΑΔ$BVTBM*NQBDU
   

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2. ɾࣗݾ঺հ
   ɾҼՌਪ࿦ʹ͍ͭͯ
   ɾҼՌਪ࿦Ͱ࢖͍΍͍͢%*%
   ɾ$BVTBM*NQBDUʹ͍ͭͯ
   ɾ1ZUIPOʹΑΔ$BVTBM*NQBDUͷ࣮૷ྫ
   "HFOEB
   

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3. ɾ೥גࣜձࣾΤοάγεςϜ8ΤϯδχΞ
   ɾ೥#ϦʔάἚ৓ϩϘοπ
   ɹɹɹɹɹϚʔέςΟϯάετϥςδετ σʔλ෼ੳ
   
   ɾ೥-"13"4ΤϯδχΞεΧ΢ταϙʔτ
   IJLBSVU IJLBSVU
   MJHIU
   ຊ
   ۀ
   ɾ೥:BIPP+"1"/৽ଔೖࣾ8ΤϯδχΞ
   ɾ೥גࣜձࣾΠʔϒοΫΠχγΞςΟϒδϟύϯ ग़޲
   
   ɾ೥σʔλαΠΤϯεάϧʔϓάϧʔϓϚωʔδϟʔ
   ෳ
   ۀ
   ࣗݾ঺հɹߴڮޫ
   

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4. ҼՌਪ࿦
   

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5. ҼՌਪ࿦ͱ͸
   ɾʮ݁Ռʯʹର͢ΔʮݪҼʯΛ໌Β͔ʹ͢Δࣄ
   ɾʮ૬ؔؔ܎ʯͱʮҼՌؔ܎ʯ͸ҧ͏
   ݪҼ ݁Ռ ݪҼ ݁Ռ
   ૬ؔؔ܎ ҼՌؔ܎
   

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6. ҼՌਪ࿦ͱ͸
   ɾʮ݁Ռʯʹର͢ΔʮݪҼʯΛ໌Β͔ʹ͢Δࣄ
   ɾʮ૬ؔؔ܎ʯͱʮҼՌؔ܎ʯ͸ҧ͏
   ݪҼ ݁Ռ ݪҼ ݁Ռ
   ૬ؔؔ܎ ҼՌؔ܎
   ʮݪҼʯ͕໌Β͔ʹͳΕ͹
   ҙࢥܾఆ͕͠΍͘͢ͳΔ
   

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7. ҼՌਪ࿦Ͱ࢖͍΍͍͢%*%
   

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8. ɾ%J⒎FSFODFJO%J⒎FSFODFT
   ɾࠩ෼ͷࠩ෼๏
   %*%ͱ͸
   ୯७ͳલޙൺֱͰ͸ͳ͘հೖ͕ߦΘΕͨάϧʔϓͱͦ͏Ͱͳ
   ͍άϧʔϓͷલޙͷࠩ෼ͷࠩ෼Λൺֱ͢Δݕূํ๏
   

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9. #"
   
   
   
   Ϋʔϙϯ഑෍લ
   
   
   
   "
   #
   %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
   Ϋʔϙϯ഑෍ޙ
   ΫʔϙϯʹΑΔऔѻߴͷޮՌ
   

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10. #"
    
    
    
    Ϋʔϙϯ഑෍લ
    
    
    
    "
    #
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    Ϋʔϙϯ഑෍ޙ
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ
    ΫʔϙϯʹΑͬͯऔѻߴ্͕
    ͕ͬͨͷ͔ɺͦΕҎ֎ͷཁҼ
    Ͱ্͕ͬͨͷ͔෼͔Βͳ͍
    قઅཁҼͳͲ
    
    

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11. հೖ͕ߦΘΕ͍ͯͳ͍άϧʔ
    ϓ Ϋʔϙϯະ഑෍
    ͷ܏޲ͱ
    ൺֱ͢Δ
    
    
    
    "
    $
    &
    %
    Ϋʔϙϯ഑෍
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ
    Կ΋͠ͳ͚Ε͹"͸&ʹͳͬͯ
    ͍͕ͨΫʔϙϯʹΑͬͯ#ʹ
    ͳͬͨ #&
    ͕ຊ౰ͷޮՌ
    
    

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12. 
    
    
    "
    $
    &
    %
    Ϋʔϙϯ഑෍
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ
    #&
    #"
    %$
    
    
    
    
    
    
    
    ࠩ෼ͷࠩ෼
    

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13. %*%ͷϝϦοτ
    ɾ୯७ͳલޙൺֱʹൺ΂ͯհೖʹΑΔޮՌΛݕূ͠΍͢
    ͍ʢҼՌؔ܎Λಛఆ͠΍͍͢ʣ
    ɾσʔλ͕औಘͰ͖Ε͹୯७ͳܭࢉͰޮՌݕূͰ͖Δ
    ɾ݁Ռͷղऍ͕͠΍͍ͨ͢ΊޮՌΛ໌֬ʹ͠΍͍͢
    ҙࢥܾఆʹܨ͛΍͍͢
    

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14. %*%ͷ஫ҙ఺
    ɾ%*%Λར༻͢Δʹ͸ฏߦτϨϯυͷԾఆ͕ඞཁ
    ɾฏߦτϨϯυ͕ԾఆͰ͖ͳ͍৔߹͸ޮՌ͕ਖ਼֬
    ʹଌΕͳ͍ʢผͷόΠΞε͕͔͔͍ͬͯΔՄೳੑ
    ͕͋Δʣ
    

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15. 
    
    
    "
    $
    &
    %
    Ϋʔϙϯ഑෍
    %*%ͷ஫ҙ఺ɿฏߦτϨϯυͷԾఆ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    &"
    ͱ %$
    ͕ಉ͡
    ܏޲ ฏߦ
    Ͱ͋Δࣄ͕લ
    ఏ৚݅
    

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16. 
    
    
    "
    $
    &
    %
    %*%ͷ஫ҙ఺ɿฏߦτϨϯυͷԾఆ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    ൺֱର৅܈ Ϋʔϙϯະ഑෍
    ܈
    ͷऔѻߴ͕Լ͕͍ͬͯΔ
    Ϋʔϙϯ഑෍
    Ϋʔϙϯະ഑෍
    ฏߦτϨϯυ͕ԾఆͰ͖ͳ͍
    ৔߹͸ผͷόΠΞε͕͔͔ͬ
    ͍ͯΔՄೳੑ͕͋Γਖ਼֬ͳݕ
    ূ͕Ͱ͖ͳ͍
    ྫɿΫʔϙϯ഑෍Ϣʔβʔ͸ݩʑϔϏʔϢ
    ʔβʔͰ͋Δ
    
    

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17. $BVTBM*NQBDU
    

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18. $BVTBM*NQBDUͱ͸
    %*%Ͱ͸୯७ͳࠩ෼Ͱൺֱͨ͠ͷʹରͯ͠
    $BVTBM*NQBDU͸༧ଌ஋Λجʹͯࠩ͠ΛͱΔख๏
    ɾ%*%ͷ֦ு൛
    ɾجຊతͳߟ͑ํ͸%*%ͱಉ͡
    

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19. 
    
    
    "
    $
    &
    %
    Ϋʔϙϯ഑෍
    $BVTBM*NQBDUʹ͍ͭͯ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    Ϋʔϙϯະ഑෍Ϣʔβʔͷσʔ
    λΛجʹɺΫʔϙϯ͕഑෍͞Ε
    ͳ͔ͬͨͱ͖ͷσʔλΛ༧ଌ͠
    ͯͦ͜ͱͷࠩ෼Λൺֱ͢Δ
    

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20. 1ZUIPOʹΑΔ$BVTBM*NQBDUͷ࣮૷ྫ
    

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21. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫ
    ɾެࣜɿIUUQTHJUIVCDPNEBpUJDBVTBMJNQBDU
    ɾ1ZUIPO൛$BVTBM*NQBDUΛ༻͍ͨ57$.ͷޮՌݕূ
    IUUQTXXXMJGVMMCMPHFOUSZ
    ࢀߟ
    

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22. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫ
    

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23. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫ
    σʔλͷલॲཧ
    EBUBશମͷσʔλ
    QSF@QFSJPEհೖલͷσʔλ
    QPTU@QFSJPEհೖޙͷσʔλ
    $BVTBM*NQBDUͷ࣮ߦͱ݁Ռͷ
    ग़ྗ
    

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24. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    

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25. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    ࣮ଌ஋ͱ༧ଌ஋ͷઢ
    հೖ͕͋ͬͨλΠϛϯά
    ࣮ଌ஋ͱ༧ଌ஋ͷࠩ෼
    ࣮ଌ஋ͱ༧ଌ஋ͷࠩ෼ͷྦྷܭ
    

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26. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    "DUVBM࣮ࡍͷ஋
    1SFEJDUJPO༧ଌ஋
    ࣮ࡍͷ஋ͱ༧ଌ஋ͱͷࠩ෼
    ࣮਺ͱׂ߹
    
    Q஋
    

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27. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    Ϋʔϙϯ഑෍ޙͷ࣮ࡍͷऔѻߴ͸͕ͩͬͨΫʔϙϯΛ഑෍͠ͳ
    ͚Ε͹ ༧ଌ஋Ͱ͸
    ͩͬͨͱԾఆ͞ΕΔɻ
    ͳͷͰΫʔϙϯͷޮՌͱͯ͠͸
    Ͱ͋Δ
    "DUVBM࣮ࡍͷ஋
    1SFEJDUJPO༧ଌ஋
    ࣮ࡍͷ஋ͱ༧ଌ஋ͱͷࠩ෼
    ࣮਺ͱׂ߹
    
    Q஋
    ECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷྫͰͷղऍ
    

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28. ·ͱΊ
    

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29. ҙࢥܾఆʹܨ͛Δ෼ੳͱͯ͠ҼՌਪ࿦͕େࣄ
    ҼՌਪ࿦ʹ%*%͸༗ޮ
    %*%ͱ͸ࠩ෼ͷࠩ෼Λܭࢉ͢Δख๏
    1ZUIPO࢖ͬͯ$BVTBM*NQBDU΋؆୯ʹͰ͖·͢
    ·ͱΊ
    

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30. ɾ೥ͦ͜ཧղ͍ͨ͠ʮҼՌਪ࿦ʯͷษڧ͸͡Ί·ͨ͠ʛদຊ݈ଠ࿠
    IUUQTDPNFNPOJLLFJDPNOOFFDED
    
    ɾޮՌݕূೖ໳ʙਖ਼͍͠ൺֱͷͨΊͷҼՌਪ࿦ʗܭྔܦࡁֶͷجૅ
    IUUQTXXXBNB[PODPKQEQ#+/:
    
    ɾ1ZUIPO൛$BVTBM*NQBDUΛ༻͍ͨ57$.ͷޮՌݕূ
    IUUQTXXXMJGVMMCMPHFOUSZ
    ࢀߟ
    

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31. &/%
    

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