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| Bayesov Hausmanov test× | Bayesian Panel Data Analysis× | |
|---|---|---|
| Područje | Ekonometrija | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 1978 (classical); Bayesian adaptations 1990s–2000s | 1971–1999 |
| Tvorac≠ | Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature | Zellner (1971); Hsiao, Pesaran, and Tahmiscioglu (1999) |
| Vrsta≠ | Specification test / model comparison | Bayesian estimation for panel data |
| Temeljni izvor≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 |
| Drugi nazivi | Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman | Bayesian panel model, Bayesian longitudinal model, hierarchical panel model, Bayesian multilevel panel |
| Srodne | 5 | 5 |
| Sažetak≠ | 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. | Bayesian panel data analysis applies Bayesian inference to models with repeated observations on multiple units. By placing prior distributions on coefficients and variance components, it merges prior knowledge with the observed panel likelihood to produce full posterior distributions for fixed or random effects, slope heterogeneity, and variance parameters — rather than point estimates and asymptotic standard errors. |
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