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Hausman 명세 검정 (고정 효과 vs. 임의 효과)×최소제곱법(OLS) 회귀×패널 데이터 고정 효과 모형×
분야계량경제학계량경제학계량경제학
계열Regression modelRegression modelRegression model
기원 연도197820192014
창시자Jerry A. HausmanWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
유형Specification test for panel data modelsLinear regressionPanel data regression
원전Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
별칭Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
관련555
요약The 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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGate방법 비교: Hausman Test · OLS Regression · Panel Fixed Effects. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare