Article ID Journal Published Year Pages File Type
5061478 Economics Letters 2009 4 Pages PDF
Abstract
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.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A Hausman-type test to detect the presence of influential outliers in regression analysis
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