Σύγκριση μεθόδων

	Έλεγχος Hausman για Πάνελ	Μοντέλο Τυχαίων Επιδράσεων Πάνελ
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1978	1966
Δημιουργός	Jerry A. Hausman	Balestra & Nerlove
Τύπος	Specification test	Panel data estimator
Θεμελιώδης πηγή	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	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.
Εναλλακτικές ονομασίες	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test	random effects estimator, RE model, GLS random effects, error components model
Συναφείς	5	5
Σύνοψη	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.	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.