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Bayesian Difference-in-Differences×Modelo de Efeitos Fixos para Dados em Painel×
ÁreaInferência causalEconometria
FamíliaRegression modelRegression model
Ano de origem2015-20232014
Autor originalLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)Hsiao (textbook treatment); within transformation of panel data
TipoBayesian causal inference / panel regressionPanel data regression
Fonte seminalLi, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Outros nomesBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimatorfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relacionados55
ResumoBayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateComparar métodos: Bayesian Difference-in-Differences · Panel Fixed Effects. Recuperado em 2026-06-15 de https://scholargate.app/pt/compare