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| Bayesiansk model med faste effekter× | Fixed Effects Model× | |
|---|---|---|
| Fagområde | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Oprindelsesår≠ | 2000–2008 | 1971–1978 |
| Ophavsperson≠ | Chib (2008); Lancaster (2000) | Mundlak (1978); Nerlove (1971); classical panel econometrics |
| Type≠ | Bayesian panel regression | Panel regression estimator |
| Oprindelig kilde≠ | Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413. DOI ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002 |
| Aliasser | Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable | FE model, within estimator, least squares dummy variable, LSDV regression |
| Relaterede | 5 | 5 |
| Resumé≠ | The Bayesian fixed effects model applies Bayesian inference to the classical within-group panel estimator. Unit-specific intercepts capture time-invariant unobserved heterogeneity, while prior distributions on all parameters allow probability statements about coefficients and full uncertainty quantification via the posterior distribution. | The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders. |
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