השוואת שיטות

	מבחן האוסמן רובסטי למפרט	רגרסיית ריבועים פחותים רגילים (OLS)
תחום	סטטיסטיקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1978	2019
הוגה השיטה	Hausman (1978); robust variant after Arellano (1993)	Wooldridge (textbook treatment); classical least squares
סוג	Panel model specification test	Linear regression
מקור מכונן	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
כינויים	robust hausman specification test, cluster-robust hausman test, Robust Hausman Testi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
קשורות	5	5
תקציר	The Robust Hausman Test is a heteroscedasticity- and autocorrelation-robust version of the Hausman specification test, used to choose between fixed-effects and random-effects estimators in panel-data models. It builds on Hausman's 1978 test and the robust treatment of correlated effects developed by Arellano (1993).	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).