Methoden vergleichen

	Bayesianischer Hausman-Test	Bayesian Random Effects Model
Fachgebiet	Ökonometrie	Ökonometrie
Familie	Regression model	Regression model
Entstehungsjahr	1978 (classical); Bayesian adaptations 1990s–2000s	1972–1995
Urheber	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Lindley & Smith (1972); extended by Gelman, Rubin and colleagues
Typ	Specification test / model comparison	Bayesian hierarchical panel model
Wegweisende Quelle	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
Aliasnamen	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	Bayesian hierarchical model, Bayesian mixed effects model, Bayesian multilevel model, BREM
Verwandt	5	5
Zusammenfassung	The Bayesian Hausman test is a Bayesian reformulation of Hausman's (1978) classical specification test, used to assess endogeneity or to choose between fixed effects and random effects panel models. Instead of a chi-squared test statistic, it uses posterior model probabilities or Bayes factors to compare competing specifications, fully incorporating prior uncertainty about model parameters.	The Bayesian random effects model combines panel-data random effects with a Bayesian prior framework, allowing unit-specific effects to be treated as draws from a population distribution whose hyperparameters are estimated from the data. This produces regularised, uncertainty-quantified estimates that borrow strength across units — particularly valuable for short panels, sparse groups, or settings where frequentist variance-component estimation is unstable.