পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| মুন্ডলাক-চেম্বারলেইন কোরিলেটেড র্যান্ডম ইফেক্টস× | Hausman Test× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর | 1978 | 1978 |
| প্রবর্তক≠ | Yair Mundlak; Gary Chamberlain | Jerry A. Hausman |
| ধরন≠ | Panel data estimator | Specification test for panel data models |
| মৌলিক উৎস≠ | Mundlak, Y. (1978). On the pooling of time series and cross section data. Econometrica, 46(1), 69–85. DOI ↗ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| অপর নাম | Correlated Random Effects, CRE Estimator, Mundlak Device, Korelasyonlu Rassal Etkiler | Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE) |
| সম্পর্কিত≠ | 2 | 5 |
| সারসংক্ষেপ≠ | The Mundlak-Chamberlain correlated random effects (CRE) estimator, introduced by Mundlak (1978) and extended by Chamberlain (1982), is a panel data technique that reconciles the fixed effects and random effects approaches by explicitly modelling the correlation between unobserved individual heterogeneity and the observed regressors. By including within-group means of time-varying covariates as additional regressors in a random effects framework, CRE yields estimates numerically equivalent to the within (fixed effects) estimator while permitting identification of time-invariant variables. | 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. |
| ScholarGateডেটাসেট ↗ |
|
|