Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Robustne Hausmani spetsifitseerimiskontroll× | Metsik bootsträpp regressioanalüüsi järelduste tegemiseks× | |
|---|---|---|
| Valdkond | Statistika | Statistika |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 1978 | 1986 |
| Looja≠ | Hausman (1978); robust variant after Arellano (1993) | Wu (1986); refined by Davidson & Flachaire (2008) |
| Tüüp≠ | Panel model specification test | Resampling-based regression inference |
| Algallikas≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗ | Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. DOI ↗ |
| Rööpnimetused≠ | robust hausman specification test, cluster-robust hausman test, Robust Hausman Testi | wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap |
| Seotud | 5 | 5 |
| Kokkuvõte≠ | The 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 wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered. |
| ScholarGateAndmestik ↗ |
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