방법 비교

	베이즈 선형 회귀	베이즈 ANOVA	마르코프 연쇄 몬테카를로 (MCMC)	최소제곱법(OLS) 회귀
분야	베이지안	베이지안	베이지안	계량경제학
계열	Bayesian methods	Bayesian methods	Bayesian methods	Regression model
기원 연도	2013 (modern reference); foundations 18th–19th century	2012	—	2019
창시자	Thomas Bayes / Pierre-Simon Laplace (foundations); modern workflow codified by Gelman et al.	Rouder, Morey, Speckman & Province	—	Wooldridge (textbook treatment); classical least squares
유형	Bayesian linear model	Bayesian hypothesis test / group comparison	Posterior sampling algorithm	Linear regression
원전	Gelman, 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	Rouder, J. N., Morey, R. D., Speckman, P. L. & Province, J. M. (2012). Default Bayes Factors for ANOVA Designs. Journal of Mathematical Psychology, 56(5), 356–374.	Gelman, 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	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭	bayesian linear model, probabilistic linear regression, Bayesçi Doğrusal Regresyon	bayesian analysis of variance, bayes factor ANOVA, JZS ANOVA, Bayesçi ANOVA — Bayes Faktörü ile Grup Karşılaştırması	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련	4	4	3	5
요약	Bayesian linear regression is a probabilistic extension of the ordinary linear model, introduced through Bayes' rule and formalised in its modern computational workflow by Gelman et al. (2013). Rather than returning a single point estimate for each coefficient, it combines a user-specified prior distribution with the likelihood of the observed data to produce a full posterior distribution over all parameters, from which credible intervals and posterior predictive distributions are derived.	Bayesian ANOVA, formalised by Rouder, Morey, Speckman and Province (2012), tests whether group means differ by quantifying the evidence for the alternative hypothesis relative to the null using the Bayes Factor (BF₁₀). Unlike classical ANOVA, it can also measure evidence in favour of the null hypothesis, making it equally informative when groups do not differ.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).