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Ước lượng hiệu ứng ngẫu nhiên tương quan Mundlak-Chamberlain (CRE)×Kiểm định Đặc tả Hausman (FE so với RE)×Mô hình Hiệu ứng Cố định Dữ liệu Bảng×
Lĩnh vựcKinh tế lượngKinh tế lượngKinh tế lượng
HọRegression modelRegression modelRegression model
Năm ra đời197819782014
Người khởi xướngYair Mundlak; Gary ChamberlainJerry A. HausmanHsiao (textbook treatment); within transformation of panel data
LoạiPanel data estimatorSpecification test for panel data modelsPanel data regression
Công trình gốcMundlak, Y. (1978). On the pooling of time series and cross section data. Econometrica, 46(1), 69–85. DOI ↗Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Tên gọi khácCorrelated Random Effects, CRE Estimator, Mundlak Device, Korelasyonlu Rassal EtkilerHausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Liên quan255
Tóm tắtThe Mundlak-Chamberlain correlated random effects (CRE) estimator, introduced by Mundlak (1978) and extended by Chamberlain (1982), is a panel data technique that reconciles the fixed effects and random effects approaches by explicitly modelling the correlation between unobserved individual heterogeneity and the observed regressors. By including within-group means of time-varying covariates as additional regressors in a random effects framework, CRE yields estimates numerically equivalent to the within (fixed effects) estimator while permitting identification of time-invariant variables.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.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateSo sánh phương pháp: Mundlak-Chamberlain · Hausman Test · Panel Fixed Effects. Truy cập ngày 2026-06-19 từ https://scholargate.app/vi/compare