Dehon, Catherine; Gassner, Marjorie; Verardi, Vincenzo - In: Essays in honor of Jerry Hausman, (pp. 435-453). 2012
In this paper, we follow the same logic as in Hausman (1978) to create a testing procedure that checks for the presence of outliers by comparing a regression estimator that is robust to outliers (S-estimator), with another that is more efficient but affected by them. Some simulations are...
