Võrdle meetodeid

	Robustne fikseeritud efektide mudel	Paneeli Hausmani test
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1987	1978
Looja	Manuel Arellano	Jerry A. Hausman
Tüüp	Panel regression with robust inference	Specification test
Algallikas	Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434.	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
Rööpnimetused	FE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
Seotud	5	5
Kokkuvõte	The robust fixed effects model combines the within-group estimator for panel data with variance-covariance matrices that remain valid under heteroscedasticity and within-unit error correlation. Introduced by Arellano (1987), cluster-robust standard errors paired with the fixed effects estimator are now the default approach for credible panel data inference in economics and social science.	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.