Linganisha mbinu

	Jaribio la Usanifu wa Hausman (FE dhidi ya RE)	Kikadiriaji cha OLS Iliyorekebishwa Kikamilifu (FMOLS)	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)	Kielelezo cha Athari Zilizowekwa za Data ya Paneli
Nyanja	Ekonometriki	Ekonometriki	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model	Regression model	Regression model
Mwaka wa asili	1978	1990	2019	2014
Mwanzilishi	Jerry A. Hausman	Phillips & Hansen (time series); Pedroni (heterogeneous panels)	Wooldridge (textbook treatment); classical least squares	Hsiao (textbook treatment); within transformation of panel data
Aina	Specification test for panel data models	Cointegrating regression estimator	Linear regression	Panel data regression
Chanzo asilia	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271.	Phillips, P. C. B. & Hansen, B. E. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57(1), 99–125.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
Majina mbadala	Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)	fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Zinazohusiana	5	5	5	5
Muhtasari	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.	Fully Modified OLS, introduced by Phillips and Hansen (1990), estimates the long-run coefficients of a cointegrating relationship among I(1) variables. It applies a semi-parametric correction to ordinary least squares to remove the bias that endogeneity and serial correlation otherwise induce in cointegrated time series or panel data.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	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).