Salīdzināt metodes

	Beijesa Hausmana tests	Bayes' fiksēto efektu modelis
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1978 (classical); Bayesian adaptations 1990s–2000s	2000–2008
Autors	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Chib (2008); Lancaster (2000)
Tips	Specification test / model comparison	Bayesian panel regression
Pirmavots	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413.
Citi nosaukumi	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable
Saistītās	5	5
Kopsavilkums	The Bayesian Hausman test is a Bayesian reformulation of Hausman's (1978) classical specification test, used to assess endogeneity or to choose between fixed effects and random effects panel models. Instead of a chi-squared test statistic, it uses posterior model probabilities or Bayes factors to compare competing specifications, fully incorporating prior uncertainty about model parameters.	The Bayesian fixed effects model applies Bayesian inference to the classical within-group panel estimator. Unit-specific intercepts capture time-invariant unobserved heterogeneity, while prior distributions on all parameters allow probability statements about coefficients and full uncertainty quantification via the posterior distribution.