เปรียบเทียบวิธี

	การทดสอบแบบเบย์เซียนของฮุสแมน	แบบจำลองผลคงที่
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1978 (classical); Bayesian adaptations 1990s–2000s	1971–1978
ผู้ริเริ่ม	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Mundlak (1978); Nerlove (1971); classical panel econometrics
ประเภท	Specification test / model comparison	Panel regression estimator
แหล่งต้นตำรับ	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002
ชื่อเรียกอื่น	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	FE model, within estimator, least squares dummy variable, LSDV regression
ที่เกี่ยวข้อง	5	5
สรุป	The Bayesian Hausman test is a Bayesian reformulation of Hausman's (1978) classical specification test, used to assess endogeneity or to choose between fixed effects and random effects panel models. Instead of a chi-squared test statistic, it uses posterior model probabilities or Bayes factors to compare competing specifications, fully incorporating prior uncertainty about model parameters.	The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders.