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| Bayesowski model efektów stałych× | Panel Fixed Effects Model× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2000–2008 | 1978 |
| Twórca≠ | Chib (2008); Lancaster (2000) | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Typ≠ | Bayesian panel regression | Panel regression estimator |
| Źródło pierwotne≠ | Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Inne nazwy | Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable | within estimator, FE model, within-group estimator, LSDV model |
| Pokrewne | 5 | 5 |
| Podsumowanie≠ | 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. | 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. |
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