Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Panel OLS (Pooled Ordinary Least Squares)× | Panel Hausman Test× | |
|---|---|---|
| Fagfelt | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 1986-2003 | 1978 |
| Opphavsperson≠ | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) | Jerry A. Hausman |
| Type≠ | Linear panel regression | Specification test |
| Opprinnelig kilde≠ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| Alias | pooled OLS, pooled ordinary least squares, panel least squares, POLS | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test |
| Relaterte≠ | 4 | 5 |
| Sammendrag≠ | Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time. | 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. |
| ScholarGateDatasett ↗ |
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