مقایسهٔ روشها
روشهای انتخابی خود را کنار هم مرور کنید؛ ردیفهای متفاوت برجسته شدهاند.
| آزمون مشخصه هاوسمن غیرخطی× | آزمون مشخصه هاوسمن (اثرات ثابت در مقابل اثرات تصادفی)× | |
|---|---|---|
| حوزه | اقتصادسنجی | اقتصادسنجی |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 1978 (nonlinear extension developed through 1980s–1990s) | 1978 |
| پدیدآور | Jerry A. Hausman | Jerry A. Hausman |
| نوع≠ | Specification / endogeneity test | Specification test for panel data models |
| منبع بنیادین | Hausman, 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 دیگر | Hausman specification test (nonlinear), nonlinear endogeneity test, Wu-Hausman test (nonlinear), NL-Hausman test | Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE) |
| مرتبط≠ | 3 | 5 |
| خلاصه≠ | The Nonlinear Hausman test extends Hausman's (1978) endogeneity specification test to nonlinear models such as probit, logit, Tobit, and count-data regressions. It tests whether suspected regressors are endogenous — i.e., correlated with the error term — in a model where the outcome or the relationship is inherently nonlinear, ensuring that IV-corrected estimates are necessary. | The Hausman test is a specification test, introduced by Jerry A. Hausman in 1978, that decides between the fixed-effects (FE) and random-effects (RE) estimators in panel data models. The null hypothesis is that the random-effects estimator is consistent and efficient and should be preferred; the alternative is that random effects is inconsistent and fixed effects is required because the unit-specific effects are correlated with the explanatory variables. |
| ScholarGateمجموعهداده ↗ |
|
|