Comparer des méthodes

	Test de Hausman bayésien	Modèle bayésien à effets fixes
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (classical); Bayesian adaptations 1990s–2000s	2000–2008
Auteur d'origine	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Chib (2008); Lancaster (2000)
Type	Specification test / model comparison	Bayesian panel regression
Source fondatrice	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413.
Alias	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable
Apparentées	5	5
Résumé	The 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 Bayesian fixed effects model applies Bayesian inference to the classical within-group panel estimator. Unit-specific intercepts capture time-invariant unobserved heterogeneity, while prior distributions on all parameters allow probability statements about coefficients and full uncertainty quantification via the posterior distribution.