Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Байєсівський тест Хаусмана× | Байєсівська модель з фіксованими ефектами× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 1978 (classical); Bayesian adaptations 1990s–2000s | 2000–2008 |
| Автор методу≠ | Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature | Chib (2008); Lancaster (2000) |
| Тип≠ | Specification test / model comparison | Bayesian panel regression |
| Основоположне джерело≠ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Lancaster, T. (2000). The incidental parameter problem since 1948. Journal of Econometrics, 95(2), 391–413. DOI ↗ |
| Інші назви | Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman | Bayesian within estimator, Bayesian FE model, Bayesian individual fixed effects, Bayesian least squares dummy variable |
| Пов'язані | 5 | 5 |
| Підсумок≠ | 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 Bayesian fixed effects model applies Bayesian inference to the classical within-group panel estimator. Unit-specific intercepts capture time-invariant unobserved heterogeneity, while prior distributions on all parameters allow probability statements about coefficients and full uncertainty quantification via the posterior distribution. |
| ScholarGateНабір даних ↗ |
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