Hausman test

GPTKB entity

Statements (20)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alternativeTo difference in coefficients is systematic
gptkbp:appliesTo panel data
gptkbp:contrastsWith fixed effects model
random effects model
gptkbp:field economics
statistics
https://www.w3.org/2000/01/rdf-schema#label Hausman test
gptkbp:introducedIn 1978
gptkbp:namedAfter gptkb:Jerry_Hausman
gptkbp:nullHypothesis difference in coefficients is not systematic
gptkbp:relatedTo gptkb:Wald_test
gptkb:Lagrange_multiplier_test
gptkbp:statistic gptkb:chi-squared_distribution
gptkbp:usedFor comparing estimators
model specification
testing endogeneity
gptkbp:usedIn econometrics
gptkbp:bfsParent gptkb:Jerry_A._Hausman
gptkbp:bfsLayer 6