Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Hausman Test× | Modelarea Liniară Ierarhică (HLM / Modelare Multilevel)× | Modelul cu Efecte Fixe pentru Date Panou× | |
|---|---|---|---|
| Domeniu≠ | Econometrie | Statistică | Econometrie |
| Familie≠ | Regression model | Hypothesis test | Regression model |
| Anul apariției≠ | 1978 | 1986 | 2014 |
| Autorul original≠ | Jerry A. Hausman | Raudenbush & Bryk (popularized); Goldstein (parallel development) | Hsiao (textbook treatment); within transformation of panel data |
| Tip≠ | Specification test for panel data models | Parametric nested-data regression | Panel data regression |
| Sursa seminală≠ | Hausman, 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 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Denumiri alternative≠ | Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE) | HLM, MLM, multilevel modeling, multilevel analysis | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Înrudite≠ | 5 | 4 | 5 |
| Rezumat≠ | The Hausman test is a specification test, introduced by Jerry A. Hausman in 1978, that decides between the fixed-effects (FE) and random-effects (RE) estimators in panel data models. The null hypothesis is that the random-effects estimator is consistent and efficient and should be preferred; the alternative is that random effects is inconsistent and fixed effects is required because the unit-specific effects are correlated with the explanatory variables. | 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. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGateSet de date ↗ |
|
|
|