Within a fixed effects approach, the effects of invariant variables cannot be estimated. Their effects are captured by the fixed effects. However, when I estimate following Bayesian fixed effects model in R
bayesglm(y ~ variant variables + invariant variables + factor(identity variable 1), family = gaussian())
by means of the function bayesglm, I get estimates for the invariant variables, too.
I am not familiar with Bayesian approaches, hence my question: Why is it possible to get these estimates in a Bayesian fixed effects model?
Thanks in advance,