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| 非線形ハウスマン仕様検定× | 因果推論のための操作変数(IV)法× | |
|---|---|---|
| 分野≠ | 計量経済学 | 医療経済学 |
| 系統≠ | Regression model | Process / pipeline |
| 提唱年≠ | 1978 (nonlinear extension developed through 1980s–1990s) | 1990s (modern applications) |
| 提唱者≠ | Jerry A. Hausman | Angrist & Pischke (applied econometrics); rooted in econometric theory |
| 種類≠ | Specification / endogeneity test | Method |
| 原典≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ |
| 別名 | Hausman specification test (nonlinear), nonlinear endogeneity test, Wu-Hausman test (nonlinear), NL-Hausman test | IV, two-stage least squares, TSLS, causal estimation |
| 関連 | 3 | 3 |
| 概要≠ | 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. | Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes. |
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