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| Тест на Хаусман за панелни данни× | Панелен МНМК (Обединен метод на най-малките квадрати)× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1978 | 1986-2003 |
| Създател≠ | Jerry A. Hausman | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) |
| Тип≠ | Specification test | Linear panel regression |
| Основополагащ източник≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Други названия | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test | pooled OLS, pooled ordinary least squares, panel least squares, POLS |
| Свързани≠ | 5 | 4 |
| Резюме≠ | 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. | Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time. |
| ScholarGateНабор от данни ↗ |
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