Parameter-Specific Bias Diagnostics in Random-Effects Panel Data Models
随机效应面板模型中的参数特定偏差诊断
The Hausman specification test assesses the random-effects specification by comparing the random-effects estimator with a fixed-effects alternative. This note shows how a recently proposed bias diagnostic for linear mixed models can complement that test in random-effects panel-data applications. The diagnostic delivers parameter-specific internal estimates of finite-sample bias, together with permutation-based $p$-values, from a single fitted random-effects model. We…