Robust tests for normality of errors in regression models

被引：11
|
作者：
Önder, AÖ [1 ]
Zaman, A
机构：
[1] Ege Univ, Dept Econ, TR-35040 Izmir, Turkey
[2] Lahore Univ Management Sci, Dept Econ, Lahore, Pakistan
[3] Int Islam Univ Islamabad, IIIE, Islamabad, Pakistan
来源：
ECONOMICS LETTERS | 2005年 / 86卷 / 01期
关键词：
normality tests; robust regression; Least Trimmed Squares;
D O I：
10.1016/j.econlet.2004.06.008
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：63 / 68
页数：6
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