Regression model

Robust Hausman Specification Test

The Robust Hausman Test is a heteroscedasticity- and autocorrelation-robust version of the Hausman specification test, used to choose between fixed-effects and random-effects estimators in panel-data models. It builds on Hausman's 1978 test and the robust treatment of correlated effects developed by Arellano (1993).

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Sources

  1. Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI: 10.2307/1913827
  2. Arellano, M. (1993). On the Testing of Correlated Effects with Panel Data. Journal of Econometrics, 59(1-2), 87-97. DOI: 10.1016/0304-4076(93)90040-C

Related methods

ScholarGateRobust Hausman Test (Heteroscedasticity- and Autocorrelation-Robust Hausman Specification Test). Retrieved 2026-06-04 from https://scholargate.app/tr/statistics/robust-hausman-test