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Нелинейный тест спецификации Хаусмана×Метод инструментальных переменных (ИП) для причинно-следственного вывода×
ОбластьЭконометрикаЭкономика здравоохранения
СемействоRegression modelProcess / pipeline
Год появления1978 (nonlinear extension developed through 1980s–1990s)1990s (modern applications)
Автор методаJerry A. HausmanAngrist & Pischke (applied econometrics); rooted in econometric theory
ТипSpecification / endogeneity testMethod
Основополагающий источникHausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗
Другие названияHausman specification test (nonlinear), nonlinear endogeneity test, Wu-Hausman test (nonlinear), NL-Hausman testIV, two-stage least squares, TSLS, causal estimation
Связанные33
СводкаThe Nonlinear Hausman test extends Hausman's (1978) endogeneity specification test to nonlinear models such as probit, logit, Tobit, and count-data regressions. It tests whether suspected regressors are endogenous — i.e., correlated with the error term — in a model where the outcome or the relationship is inherently nonlinear, ensuring that IV-corrected estimates are necessary.Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.
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ScholarGateСравнение методов: Nonlinear Hausman test · Instrumental Variables in Health Research. Получено 2026-06-18 из https://scholargate.app/ru/compare