Article ID Journal Published Year Pages File Type
9549557 Economics Letters 2005 6 Pages PDF
Abstract
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.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Robust tests for normality of errors in regression models
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