An Empirical Likelihood Ratio Test for Normality in Linear Regression

The empirical likelihood ratio (ELR) test for the problem of testing for normality in a linear regression modell is derived in this paper. The sampling properties of the ELR test and four other commonly used tests are provided and analyzed using Monte Carlo simulation. The ELR test has good power properties against various alternative hypotheses.

MoreLess

Year of publication:	2004-04-08
Authors:	Dong, Lauren Bin ; Giles, David E. A.
Institutions:	Department of Economics, University of Victoria
Subject:	Regression residual \| Empirical likelihood ratio \| Monte Carlo simulation \| Normality

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	Econometrics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	ISSN 1485-6441 Number 0402 18 pages
Classification:	C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005800961