Regression modelEconometrics / time series
贝叶斯豪斯曼检验
贝叶斯豪斯曼检验是豪斯曼（1978）经典设定检验的贝叶斯重构，用于评估内生性或在固定效应和随机效应面板模型之间进行选择。它不使用卡方检验统计量，而是利用后验模型概率或贝叶斯因子来比较竞争性设定，并充分纳入模型参数的先验不确定性。
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来源
- Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI: 10.2307/1913827 ↗
- Lancaster, T. (2004). An Introduction to Modern Bayesian Econometrics. Blackwell Publishing. ISBN: 978-1405117203
如何引用本页
ScholarGate. (2026, June 3). Bayesian Hausman Specification Test. ScholarGate. https://scholargate.app/zh/econometrics/bayesian-hausman-test
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Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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