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| Test Hausmana dla danych panelowych× | Analiza danych panelowych× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1978 | 1966–1978 |
| Twórca≠ | Jerry A. Hausman | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Typ≠ | Specification test | Panel regression framework |
| Źródło pierwotne≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Inne nazwy | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Pokrewne | 5 | 5 |
| Podsumowanie≠ | 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. | Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test. |
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