방법 비교
선택한 방법을 나란히 검토하세요. 서로 다른 행은 강조 표시됩니다.
| Panel Hausman Test× | 패널 고정 효과 모형× | |
|---|---|---|
| 분야 | 계량경제학 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도 | 1978 | 1978 |
| 창시자≠ | Jerry A. Hausman | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| 유형≠ | Specification test | Panel regression estimator |
| 원전≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| 별칭 | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test | within estimator, FE model, within-group estimator, LSDV model |
| 관련 | 5 | 5 |
| 요약≠ | 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. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
| ScholarGate데이터셋 ↗ |
|
|