방법 비교

	Random Effects Panel Model	Hausman 명세 검정 (고정 효과 vs. 임의 효과)
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1978	1978
창시자	Baltagi (textbook treatment); Hausman specification test	Jerry A. Hausman
유형	Panel data regression	Specification test for panel data models
원전	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271.	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271.
별칭	random effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler Modeli	Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)
관련	5	5
요약	The random effects model is a panel data estimator that explains an outcome using both within-unit and between-unit variation, treating the unobserved unit-specific heterogeneity as a random, normally distributed term rather than a fixed parameter. Its validity is judged with the Hausman (1978) specification test, and it is developed in standard treatments such as Baltagi's Econometric Analysis of Panel Data.	The 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.