Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Paneļa efektu modeļa gadījuma izlases metode× | Panel Hausman tests× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 1966 | 1978 |
| Autors≠ | Balestra & Nerlove | Jerry A. Hausman |
| Tips≠ | Panel data estimator | Specification test |
| Pirmavots≠ | Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612. DOI ↗ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| Citi nosaukumi | random effects estimator, RE model, GLS random effects, error components model | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test |
| Saistītās | 5 | 5 |
| Kopsavilkums≠ | The panel random effects (RE) model treats individual-specific effects as random draws from a population distribution rather than fixed constants, enabling efficient estimation by generalised least squares and allowing inference about time-invariant regressors that are swept away in fixed effects estimation. | 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. |
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