Method evidence record

Panel 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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Hausman Specification Test for Panel Data

Taxonomic method record · regression-model / econometrics

Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. · DOI 10.2307/1913827
Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. · ISBN 978-0262232586

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Taxonomic bucketFixed Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Data Analysismachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Fixed Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel OLSmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Random Effects Modelmachine-suggested · Relational suggestion, not evidence.