Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Test de Hausman sur données de panel× | Moindres carrés ordinaires sur données de panel (Pooled OLS)× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1978 | 1986-2003 |
| Auteur d'origine≠ | Jerry A. Hausman | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) |
| Type≠ | Specification test | Linear panel regression |
| Source fondatrice≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Alias | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test | pooled OLS, pooled ordinary least squares, panel least squares, POLS |
| Apparentées≠ | 5 | 4 |
| Résumé≠ | 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. | Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time. |
| ScholarGateJeu de données ↗ |
|
|