手法を比較

	ベイズパネルデータ分析	Panel Hausman Test
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	1971–1999	1978
提唱者	Zellner (1971); Hsiao, Pesaran, and Tahmiscioglu (1999)	Jerry A. Hausman
種類	Bayesian estimation for panel data	Specification test
原典	Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
別名	Bayesian panel model, Bayesian longitudinal model, hierarchical panel model, Bayesian multilevel panel	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
関連	5	5
概要	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.	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.