Salīdzināt metodes

	Baijesa OLS (Baijesa parastā mazāko kvadrātu regresija)	Bayes' fiksēto efektu modelis
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1971	2000–2008
Autors	Arnold Zellner	Chib (2008); Lancaster (2000)
Tips	Bayesian linear regression	Bayesian panel regression
Pirmavots	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley. ISBN: 978-0471169376	Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413.
Citi nosaukumi	Bayesian linear regression, Bayesian normal regression, BLR, Bayesian least squares	Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable
Saistītās	5	5
Kopsavilkums	Bayesian OLS combines the classical linear regression likelihood with prior distributions over the coefficients and error variance. Rather than reporting point estimates, it produces full posterior distributions that quantify both estimated effects and their uncertainty. The approach is especially valuable when prior knowledge is available or when samples are small.	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.