手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| ベイズ動的パネルデータモデル× | パネル固定効果モデル× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2002–2007 | 1978 |
| 提唱者≠ | Hsiao, Pesaran, Tahmiscioglu; Arellano & Bonhomme | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| 種類≠ | Bayesian panel model | Panel regression estimator |
| 原典≠ | Hsiao, C., Pesaran, M. H., & Tahmiscioglu, A. K. (2002). Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods. Journal of Econometrics, 109(1), 107–150. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| 別名 | Bayesian DPD model, Bayesian lagged dependent variable panel model, Bayesian autoregressive panel model, B-DPD | within estimator, FE model, within-group estimator, LSDV model |
| 関連≠ | 6 | 5 |
| 概要≠ | The Bayesian dynamic panel data model extends standard dynamic panel models — which include a lagged dependent variable to capture state dependence — by estimating all parameters within a Bayesian framework. Prior distributions are combined with the likelihood to yield a full posterior distribution over model parameters, enabling probabilistic inference and coherent uncertainty quantification even in short panels. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
| ScholarGateデータセット ↗ |
|
|