Methoden vergleichen
Prüfen Sie die ausgewählten Methoden nebeneinander; abweichende Zeilen sind hervorgehoben.
| Panel-Hausman-Test× | Paneldatenanalyse× | |
|---|---|---|
| Fachgebiet | Ökonometrie | Ökonometrie |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 1978 | 1966–1978 |
| Urheber≠ | Jerry A. Hausman | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Typ≠ | Specification test | Panel regression framework |
| Wegweisende Quelle≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Aliasnamen | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Verwandt | 5 | 5 |
| Zusammenfassung≠ | 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. | Panel 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. |
| ScholarGateDatensatz ↗ |
|
|