A Hausman-type test to detect the presence of influential outliers in regression analysis

In regression analysis, classical estimations may be excessively influenced by a few atypical observations. We propose a Hausman-type test to balance robustness and efficiency and to check whether a robust method should be implemented. An economic application is presented.

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Year of publication:	2009
Authors:	Dehon, Catherine ; Gassner, Marjorie ; Verardi, Vincenzo
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 105.2009, 1, p. 64-67
Publisher:	Elsevier
Keywords:	Hausman test Outlier detection Robustness S-estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005023464