Comparer des méthodes

	Analyse de données de panel robustes	Test de Hausman sur données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1987	1978
Auteur d'origine	Arellano (1987); White (1980) heteroscedasticity-consistent framework	Jerry A. Hausman
Type	Robust estimation / inference correction	Specification test
Source fondatrice	Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434.	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
Alias	robust panel regression, cluster-robust panel estimation, panel regression with robust standard errors, HC/CR panel estimator	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
Apparentées	6	5
Résumé	Robust panel data analysis applies standard panel estimators — fixed effects, random effects, or pooled OLS — while replacing conventional standard errors with cluster-robust or heteroscedasticity-consistent (HC) variants. The point estimates remain unchanged; what changes is the variance-covariance matrix used for inference, making t-tests and F-tests valid even when errors are heteroscedastic or correlated within cross-sectional units over time.	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.