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Modelo de Efeitos Aleatórios para Painel×Modelagem Linear Hierárquica (HLM / Modelagem Multinível)×
ÁreaEconometriaEstatística
FamíliaRegression modelHypothesis test
Ano de origem19781986
Autor originalBaltagi (textbook treatment); Hausman specification testRaudenbush & Bryk (popularized); Goldstein (parallel development)
TipoPanel data regressionParametric nested-data regression
Fonte seminalHausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗Raudenbush, S.W. & Bryk, A.S. (2002). Hierarchical Linear Models: Applications and Data Analysis Methods (2nd ed.). Sage. ISBN: 978-0761919049
Outros nomesrandom effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler ModeliHLM, MLM, multilevel modeling, multilevel analysis
Relacionados54
ResumoThe random effects model is a panel data estimator that explains an outcome using both within-unit and between-unit variation, treating the unobserved unit-specific heterogeneity as a random, normally distributed term rather than a fixed parameter. Its validity is judged with the Hausman (1978) specification test, and it is developed in standard treatments such as Baltagi's Econometric Analysis of Panel Data.Hierarchical Linear Modeling (HLM), also known as Multilevel Modeling (MLM), is a parametric statistical method for analyzing nested or clustered data — for example students within classrooms, patients within hospitals, or employees within organizations. Formalized by Raudenbush and Bryk in their 2002 seminal text (building on work from the mid-1980s), HLM simultaneously estimates individual-level and group-level effects while correctly partitioning variance across levels.
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ScholarGateComparar métodos: Random Effects Panel Model · Hierarchical Linear Modeling. Recuperado em 2026-06-17 de https://scholargate.app/pt/compare