Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Beijesa Hausmana tests× | Neibiešu nejaušo efektu modelis× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 1978 (classical); Bayesian adaptations 1990s–2000s | 1972–1995 |
| Autors≠ | Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature | Lindley & Smith (1972); extended by Gelman, Rubin and colleagues |
| Tips≠ | Specification test / model comparison | Bayesian hierarchical panel model |
| Pirmavots≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955 |
| Citi nosaukumi | Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman | Bayesian hierarchical model, Bayesian mixed effects model, Bayesian multilevel model, BREM |
| 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 random effects model combines panel-data random effects with a Bayesian prior framework, allowing unit-specific effects to be treated as draws from a population distribution whose hyperparameters are estimated from the data. This produces regularised, uncertainty-quantified estimates that borrow strength across units — particularly valuable for short panels, sparse groups, or settings where frequentist variance-component estimation is unstable. |
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