विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| अरेखीय हॉसमैन विनिर्देश परीक्षण× | Hausman Specification Test (FE vs RE)× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1978 (nonlinear extension developed through 1980s–1990s) | 1978 |
| प्रवर्तक | Jerry A. Hausman | Jerry A. Hausman |
| प्रकार≠ | Specification / endogeneity test | Specification test for panel data models |
| 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 | 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) |
| संबंधित≠ | 3 | 5 |
| सारांश≠ | 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. |
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