Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Paneeli Hausmani test× | Paneeli juhuslike efektide mudel× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 1978 | 1966 |
| Looja≠ | Jerry A. Hausman | Balestra & Nerlove |
| Tüüp≠ | Specification test | Panel data estimator |
| Algallikas≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | 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. DOI ↗ |
| Rööpnimetused | 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 |
| Seotud | 5 | 5 |
| Kokkuvõte≠ | 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. |
| ScholarGateAndmestik ↗ |
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