Comparer des méthodes

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