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| 강건 하우즈만 모형 적합성 검정 (Robust Hausman Specification Test)× | 순열 (무작위화) 검정× | |
|---|---|---|
| 분야 | 통계학 | 통계학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1978 | 2005 |
| 창시자≠ | Hausman (1978); robust variant after Arellano (1993) | Good (2005); Edgington & Onghena (2007); resampling tradition |
| 유형≠ | Panel model specification test | Nonparametric resampling test |
| 원전≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| 별칭≠ | robust hausman specification test, cluster-robust hausman test, Robust Hausman Testi | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| 관련 | 5 | 5 |
| 요약≠ | The Robust Hausman Test is a heteroscedasticity- and autocorrelation-robust version of the Hausman specification test, used to choose between fixed-effects and random-effects estimators in panel-data models. It builds on Hausman's 1978 test and the robust treatment of correlated effects developed by Arellano (1993). | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. |
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