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	Robust Random Effects Model	पैनल हॉसमैन टेस्ट
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1980s–2000s	1978
प्रवर्तक	Wooldridge; White (sandwich covariance); Arellano	Jerry A. Hausman
प्रकार	Panel GLS estimator with robust inference	Specification test
मौलिक स्रोत	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
उपनाम	robust RE model, sandwich random effects estimator, cluster-robust random effects, GLS-robust RE	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
संबंधित	5	5
सारांश	The Robust Random Effects model estimates panel data relationships using the GLS random effects estimator while replacing the conventional standard errors with sandwich (heteroscedasticity- and cluster-robust) variance estimates. This protects inference against arbitrary within-group correlation and heteroscedasticity without discarding the efficiency gains of random effects when unit-specific effects are genuinely uncorrelated with the regressors.	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.