Model Specification

This section explains how PanelMMM is defined: the model structure, media transforms, priors, panel dimensions, optional time variation, and calibration hooks.

Pages

  • Model Overview - The actual PanelMMM mean structure, scaled-space formulation, and optional components.
  • Adstock and Saturation - Supported media transforms, their priors, and the adstock_first composition order.
  • Priors and Configuration - Default prior keys, model_config, transform-prior overrides, and directional control priors.
  • Time-Varying Parameters - How time_varying_intercept and time_varying_media use SoftPlusHSGP.
  • Seasonality and Trends - Built-in yearly seasonality plus custom Fourier, trend, and event effects.
  • Panel Dimensions - How dims change the shape of the data and parameters.
  • Choose an Estimator - Compare the released time-series, FE, and CRE contracts and choose the identifying variation that matches the modelling question.
  • Fixed-effects Estimator - The released one-unit FE contract, its within-design checks, and its limits.
  • Correlated-random-effects Estimator
    • The released one-unit CRE contract, its transformed summary basis, estimability checks, and interpretation limits.
  • Calibration - Lift-test and cost-per-target calibration for a built model.