เปรียบเทียบวิธี

	การทดสอบ Hausman Specification Test (FE vs RE)	การถดถอยกำลังสองน้อยที่สุดสามัญ (OLS)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1978	2019
ผู้ริเริ่ม	Jerry A. Hausman	Wooldridge (textbook treatment); classical least squares
ประเภท	Specification test for panel data models	Linear regression
แหล่งต้นตำรับ	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
ชื่อเรียกอื่น	Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
ที่เกี่ยวข้อง	5	5
สรุป	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.	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).