Hausman Test - Choice between Fixed and Random Effects
| Conventional Banks | Islamic Banks | ||
|---|---|---|---|
| H0: Difference in coefficients not systematic | If H0 is rejected (p-value < 0.05) → the fixed effects model should be use | H0: Difference in coefficients not systematic | If H0 is rejected (p-value < 0.05) → the fixed effects model should be use |
| χ2(6) = 28.58 | χ2(6) = 18.06 | ||
| p-value = 0.0001 | p-value = 0.0061 | ||
| Conventional Banks | Islamic Banks | ||
|---|---|---|---|
| H0: Difference in coefficients not systematic | If H0 is rejected (p-value < 0.05) → the fixed effects model should be use | H0: Difference in coefficients not systematic | If H0 is rejected (p-value < 0.05) → the fixed effects model should be use |
| χ2(6) = 28.58 | χ2(6) = 18.06 | ||
| p-value = 0.0001 | p-value = 0.0061 | ||
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