विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| समय-परिवर्ती पैरामीटर हॉसमैन परीक्षण× | Hausman Specification Test (FE vs RE)× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1978 (Hausman); TVP extension developed through 1980s–2000s | 1978 |
| प्रवर्तक≠ | Hausman (1978) specification test framework extended to time-varying parameter settings | 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 | TVP Hausman test, time-varying Hausman specification test, Hausman test with time-varying parameters, TVP endogeneity test | Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE) |
| संबंधित≠ | 3 | 5 |
| सारांश≠ | The time-varying parameter Hausman test extends Hausman's (1978) classic specification test to models whose coefficients are allowed to evolve over time. It compares an efficient estimator (e.g., OLS or GLS assuming constant parameters) with a consistent estimator from a time-varying parameter model, using the contrast between them to detect parameter instability or endogeneity in dynamic settings. | 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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