Robust tests for normality of errors in regression models
Makaleler > Tam Makale · 2004
Yazarlar: Asiye Özlem ÖNDER, ASAD ZAMAN
Economics Letters, SCI Expanded İndekslerine Giren Dergi, Uluslararası, Wos, 2004, cilt 86, ss 63-68
DOI: 10.1016/j.econlet.2004.06.008
Özet
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.