Сравнение на методи
Прегледайте избраните методи един до друг; редовете с разлики са откроени.
| Модел с произволни ефекти за панелни данни× | Тест на спецификацията на Хаусман (фиксирани ефекти спрямо случайни ефекти)× | Йерархично линейно моделиране (HLM / Многостепенно моделиране)× | |
|---|---|---|---|
| Област≠ | Иконометрия | Иконометрия | Статистика |
| Семейство≠ | Regression model | Regression model | Hypothesis test |
| Година на възникване≠ | 1978 | 1978 | 1986 |
| Създател≠ | Baltagi (textbook treatment); Hausman specification test | Jerry A. Hausman | Raudenbush & Bryk (popularized); Goldstein (parallel development) |
| Тип≠ | Panel data regression | Specification test for panel data models | Parametric nested-data regression |
| Основополагащ източник≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Raudenbush, S.W. & Bryk, A.S. (2002). Hierarchical Linear Models: Applications and Data Analysis Methods (2nd ed.). Sage. ISBN: 978-0761919049 |
| Други названия≠ | random effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler Modeli | Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE) | HLM, MLM, multilevel modeling, multilevel analysis |
| Свързани≠ | 5 | 5 | 4 |
| Резюме≠ | The random effects model is a panel data estimator that explains an outcome using both within-unit and between-unit variation, treating the unobserved unit-specific heterogeneity as a random, normally distributed term rather than a fixed parameter. Its validity is judged with the Hausman (1978) specification test, and it is developed in standard treatments such as Baltagi's Econometric Analysis of Panel Data. | The Hausman test is a specification test, introduced by Jerry A. Hausman in 1978, that decides between the fixed-effects (FE) and random-effects (RE) estimators in panel data models. The null hypothesis is that the random-effects estimator is consistent and efficient and should be preferred; the alternative is that random effects is inconsistent and fixed effects is required because the unit-specific effects are correlated with the explanatory variables. | Hierarchical Linear Modeling (HLM), also known as Multilevel Modeling (MLM), is a parametric statistical method for analyzing nested or clustered data — for example students within classrooms, patients within hospitals, or employees within organizations. Formalized by Raudenbush and Bryk in their 2002 seminal text (building on work from the mid-1980s), HLM simultaneously estimates individual-level and group-level effects while correctly partitioning variance across levels. |
| ScholarGateНабор от данни ↗ |
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