विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| बायेसियन हॉसमैन परीक्षण× | पैनल हॉसमैन टेस्ट× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1978 (classical); Bayesian adaptations 1990s–2000s | 1978 |
| प्रवर्तक≠ | Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature | Jerry A. Hausman |
| प्रकार≠ | Specification test / model comparison | Specification test |
| मौलिक स्रोत | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| उपनाम | 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 |
| संबंधित | 5 | 5 |
| सारांश≠ | 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. |
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