Comparer des méthodes

	Test de Hausman bayésien	Modèle bayésien à effets aléatoires
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (classical); Bayesian adaptations 1990s–2000s	1972–1995
Auteur d'origine	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Lindley & Smith (1972); extended by Gelman, Rubin and colleagues
Type	Specification test / model comparison	Bayesian hierarchical panel model
Source fondatrice	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
Alias	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	Bayesian hierarchical model, Bayesian mixed effects model, Bayesian multilevel model, BREM
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 random effects model combines panel-data random effects with a Bayesian prior framework, allowing unit-specific effects to be treated as draws from a population distribution whose hyperparameters are estimated from the data. This produces regularised, uncertainty-quantified estimates that borrow strength across units — particularly valuable for short panels, sparse groups, or settings where frequentist variance-component estimation is unstable.