Comparer des méthodes

	Test de Hausman bayésien	Test de Hausman sur données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (classical); Bayesian adaptations 1990s–2000s	1978
Auteur d'origine	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Jerry A. Hausman
Type	Specification test / model comparison	Specification test
Source fondatrice	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
Alias	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
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 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.