Porovnat metody

	Model náhodných efektů pro panelová data	Hausmanův panelový test
Obor	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model
Rok vzniku	1966	1978
Tvůrce	Balestra & Nerlove	Jerry A. Hausman
Typ	Panel data estimator	Specification test
Původní zdroj	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.
Další názvy	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
Příbuzné	5	5
Shrnutí	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.