Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Modèle bayésien à effets fixes× | Analyse bayésienne de données de panel× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 2000–2008 | 1971–1999 |
| Auteur d'origine≠ | Chib (2008); Lancaster (2000) | Zellner (1971); Hsiao, Pesaran, and Tahmiscioglu (1999) |
| Type≠ | Bayesian panel regression | Bayesian estimation for panel data |
| Source fondatrice≠ | Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413. DOI ↗ | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 |
| Alias | Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable | Bayesian panel model, Bayesian longitudinal model, hierarchical panel model, Bayesian multilevel panel |
| Apparentées | 5 | 5 |
| Résumé≠ | 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. | Bayesian 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. |
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