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Epälineaarinen Hausmanin spesifikaatiotesti×Hausmanin spesifikaatiotesti (FE vs RE)×
TieteenalaEkonometriaEkonometria
MenetelmäperheRegression modelRegression model
Syntyvuosi1978 (nonlinear extension developed through 1980s–1990s)1978
KehittäjäJerry A. HausmanJerry A. Hausman
TyyppiSpecification / endogeneity testSpecification test for panel data models
AlkuperäislähdeHausman, 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 ↗
RinnakkaisnimetHausman specification test (nonlinear), nonlinear endogeneity test, Wu-Hausman test (nonlinear), NL-Hausman testHausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)
Liittyvät35
TiivistelmäThe 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.
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ScholarGateVertaile menetelmiä: Nonlinear Hausman test · Hausman Test. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare