Comparer des méthodes

	Test de spécification non linéaire de Hausman	Test de spécification de Hausman (FE vs RE)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (nonlinear extension developed through 1980s–1990s)	1978
Auteur d'origine	Jerry A. Hausman	Jerry A. Hausman
Type	Specification / endogeneity test	Specification test for panel data models
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	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)
Apparentées	3	5
Résumé	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.