Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Análisis bayesiano de datos de panel× | Test de especificación de Hausman para datos de panel× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1971–1999 | 1978 |
| Autor original≠ | Zellner (1971); Hsiao, Pesaran, and Tahmiscioglu (1999) | Jerry A. Hausman |
| Tipo≠ | Bayesian estimation for panel data | Specification test |
| Fuente seminal≠ | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| Alias | Bayesian panel model, Bayesian longitudinal model, hierarchical panel model, Bayesian multilevel panel | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test |
| Relacionados | 5 | 5 |
| Resumen≠ | Bayesian panel data analysis applies Bayesian inference to models with repeated observations on multiple units. By placing prior distributions on coefficients and variance components, it merges prior knowledge with the observed panel likelihood to produce full posterior distributions for fixed or random effects, slope heterogeneity, and variance parameters — rather than point estimates and asymptotic standard errors. | 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. |
| ScholarGateConjunto de datos ↗ |
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