Compara mètodes

	Model d'efectes aleatoris de panell	Test de Hausman per a dades de panell
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1966	1978
Autor original	Balestra & Nerlove	Jerry A. Hausman
Tipus	Panel data estimator	Specification test
Font seminal	Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612.	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
Àlies	random effects estimator, RE model, GLS random effects, error components model	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
Relacionats	5	5
Resum	The panel random effects (RE) model treats individual-specific effects as random draws from a population distribution rather than fixed constants, enabling efficient estimation by generalised least squares and allowing inference about time-invariant regressors that are swept away in fixed effects estimation.	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.