So sánh phương pháp

	Mô hình Hiệu ứng Cố định với Điểm đứt gãy Cấu trúc	Kiểm định Hausman cho dữ liệu bảng
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1998 (Bai-Perron); FE estimator classical	1978
Người khởi xướng	Bai & Perron (structural break testing); Mundlak / within-group estimator tradition	Jerry A. Hausman
Loại	Panel regression with regime change	Specification test
Công trình gốc	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.
Tên gọi khác	FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator	Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test
Liên quan	6	5
Tóm tắt	The structural break fixed effects model extends the standard within-group (FE) panel estimator by allowing the slope coefficients to shift at one or more detected break dates. Each unit's unobserved time-invariant heterogeneity is still removed by demeaning, but separate coefficient regimes are estimated for each sub-period, capturing policy shifts, crises, or technological transitions that would otherwise bias a single-regime FE estimate.	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.