Methoden vergelijken

	Bayesian Weighted Least Squares (Bayesian WLS)	Bayesiaans vast-effectenmodel
Vakgebied	Econometrie	Econometrie
Familie	Regression model	Regression model
Jaar van ontstaan	1971	2000–2008
Grondlegger	Arnold Zellner (Bayesian econometrics framework)	Chib (2008); Lancaster (2000)
Type	Bayesian weighted regression	Bayesian panel regression
Oorspronkelijke bron	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley, New York. ISBN: 978-0471169376	Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413.
Aliassen	Bayesian weighted regression, BWLS, Bayesian heteroscedastic regression, weighted Bayesian linear regression	Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable
Verwant	4	5
Samenvatting	Bayesian Weighted Least Squares combines the classical WLS weighting scheme — which downweights observations with high error variance — with Bayesian prior distributions over the regression coefficients and error variance. The result is a posterior distribution that reflects both the data likelihood and prior beliefs, providing full uncertainty quantification in heteroscedastic settings.	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.