手法を比較

	ロバスト・ランダム効果モデル	Panel Hausman Test
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	1980s–2000s	1978
提唱者	Wooldridge; White (sandwich covariance); Arellano	Jerry A. Hausman
種類	Panel GLS estimator with robust inference	Specification test
原典	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.
別名	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
関連	5	5
概要	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.