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آزمون بیزی هاسمن×آزمون هاسمن پنل×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1978 (classical); Bayesian adaptations 1990s–2000s1978
پدیدآورBayesian reformulation of Hausman (1978); developed across Bayesian econometrics literatureJerry A. Hausman
نوعSpecification test / model comparisonSpecification test
منبع بنیادینHausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗
نام‌های دیگرBayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-HausmanHausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
مرتبط55
خلاصهThe Bayesian Hausman test is a Bayesian reformulation of Hausman's (1978) classical specification test, used to assess endogeneity or to choose between fixed effects and random effects panel models. Instead of a chi-squared test statistic, it uses posterior model probabilities or Bayes factors to compare competing specifications, fully incorporating prior uncertainty about model parameters.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.
ScholarGateمجموعه‌داده
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  1. v1
  2. 2 منابع
  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: Bayesian Hausman Test · Panel Hausman Test. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare