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| Модел с фиксирани ефекти за панелни данни× | Тест на Хаусман за панелни данни× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване | 1978 | 1978 |
| Създател≠ | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) | Jerry A. Hausman |
| Тип≠ | Panel regression estimator | Specification test |
| Основополагащ източник≠ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| Други названия | within estimator, FE model, within-group estimator, LSDV model | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test |
| Свързани | 5 | 5 |
| Резюме≠ | 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. | The Hausman specification test for panel data determines whether individual-specific effects are correlated with the regressors — a correlation that would make the random effects estimator inconsistent. A statistically significant result favours the fixed effects model; a non-significant result supports the more efficient random effects model. |
| ScholarGateНабор от данни ↗ |
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