google / CausalImpact

An R package for causal inference in time series
Apache License 2.0
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Power Analysis for Geo experiments #67

Open ar-asur opened 1 year ago

ar-asur commented 1 year ago

Hi team - Thanks for the amazing package.

I am looking for ideas/suggestions for doing power analysis for geo experiment. To give more context, I have a marketing intervention to test and have pre selected comparable Geos (control and treatment) to run the test on. I will be using causal impact to measure the lift of the intervention. How can I check the minimum detectable effect under this setting. I have control/test Geos, duration of the intervention and default significance levels. I would like to know the MDE - smallest treatment effect that can be measure using causalimpact technique. This key since if from business intuition this MDE is not within the range of possibility I might want to suggest a different treatment.

I am guessing this would involve simulation with adding known effects, wanted to understand if there are known functions/packages for this usecase.

Thanks!