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Paneldatenanalyse×Panel-Hausman-Test×
FachgebietÖkonometrieÖkonometrie
FamilieRegression modelRegression model
Entstehungsjahr1966–19781978
UrheberBalestra & Nerlove (1966); Mundlak (1978); Hausman (1978)Jerry A. Hausman
TypPanel regression frameworkSpecification test
Wegweisende QuelleBaltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗
Aliasnamenlongitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysisHausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
Verwandt55
ZusammenfassungPanel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test.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.
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ScholarGateMethoden vergleichen: Panel Data Analysis · Panel Hausman Test. Abgerufen am 2026-06-17 von https://scholargate.app/de/compare