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حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1971–19991972–1995
پدیدآورZellner (1971); Hsiao, Pesaran, and Tahmiscioglu (1999)Lindley & Smith (1972); extended by Gelman, Rubin and colleagues
نوعBayesian estimation for panel dataBayesian hierarchical panel model
منبع بنیادینHsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
نام‌های دیگرBayesian panel model, Bayesian longitudinal model, hierarchical panel model, Bayesian multilevel panelBayesian hierarchical model, Bayesian mixed effects model, Bayesian multilevel model, BREM
مرتبط55
خلاصهBayesian panel data analysis applies Bayesian inference to models with repeated observations on multiple units. By placing prior distributions on coefficients and variance components, it merges prior knowledge with the observed panel likelihood to produce full posterior distributions for fixed or random effects, slope heterogeneity, and variance parameters — rather than point estimates and asymptotic standard errors.The Bayesian random effects model combines panel-data random effects with a Bayesian prior framework, allowing unit-specific effects to be treated as draws from a population distribution whose hyperparameters are estimated from the data. This produces regularised, uncertainty-quantified estimates that borrow strength across units — particularly valuable for short panels, sparse groups, or settings where frequentist variance-component estimation is unstable.
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ScholarGateمقایسهٔ روش‌ها: Bayesian Panel Data Analysis · Bayesian Random Effects Model. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare