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Prueba Robusta de Especificación de Hausman×Modelo de Efectos Fijos para Datos de Panel×
CampoEstadísticaEconometría
FamiliaRegression modelRegression model
Año de origen19782014
Autor originalHausman (1978); robust variant after Arellano (1993)Hsiao (textbook treatment); within transformation of panel data
TipoPanel model specification testPanel data regression
Fuente seminalHausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Aliasrobust hausman specification test, cluster-robust hausman test, Robust Hausman Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relacionados55
ResumenThe Robust Hausman Test is a heteroscedasticity- and autocorrelation-robust version of the Hausman specification test, used to choose between fixed-effects and random-effects estimators in panel-data models. It builds on Hausman's 1978 test and the robust treatment of correlated effects developed by Arellano (1993).The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
ScholarGateConjunto de datos
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ScholarGateComparar métodos: Robust Hausman Test · Panel Fixed Effects. Recuperado el 2026-06-17 de https://scholargate.app/es/compare