So sánh phương pháp

	Kiểm định Hausman kiểu Bayes	Kiểm định Hausman cho dữ liệu bảng
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1978 (classical); Bayesian adaptations 1990s–2000s	1978
Người khởi xướng	Bayesian reformulation of Hausman (1978); developed across Bayesian econometrics literature	Jerry A. Hausman
Loại	Specification test / model comparison	Specification test
Công trình gốc	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
Tên gọi khác	Bayesian specification test, Bayesian endogeneity test, Bayesian FE vs RE test, Bayesian Durbin-Wu-Hausman	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
Liên quan	5	5
Tóm tắt	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 Hausman specification test for panel data determines whether individual-specific effects are correlated with the regressors — a correlation that would make the random effects estimator inconsistent. A statistically significant result favours the fixed effects model; a non-significant result supports the more efficient random effects model.