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Hausmanův test specifikace (FE vs RE)×Regrese metodou ordinárních nejmenších čtverců (OLS)×Model panelových dat s fixními efekty×
OborEkonometrieEkonometrieEkonometrie
RodinaRegression modelRegression modelRegression model
Rok vzniku197820192014
TvůrceJerry A. HausmanWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
TypSpecification test for panel data modelsLinear regressionPanel data regression
Původní zdrojHausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Další názvyHausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Příbuzné555
ShrnutíThe 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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGatePorovnat metody: Hausman Test · OLS Regression · Panel Fixed Effects. Získáno 2026-06-18 z https://scholargate.app/cs/compare