Robust Tests for Normality of Errors in Regression Models

This paper investigates the effects of using residuals from robust regression in place of OLS residuals in test statistics for the normality of the errors. It is found that for systematic and clustered outliers robustified normality tests yield greater power

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Year of publication:	[2009]
Authors:	Onder, A. Ozlem
Other Persons:	Zaman, Asad (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Regressionsanalyse \| Regression analysis \| Statistischer Fehler \| Statistical error \| Kleinste-Quadrate-Methode \| Least squares method \| Theorie \| Theory \| Robustes Verfahren \| Robust statistics

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 86, pp. 63-68, 2005
Classification:	C20 - Econometric Methods: Single Equation Models. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012767596