Robust tests for normality of errors in regression models
Articles > Article · 2004
Authors: Asiye Özlem ÖNDER, ASAD ZAMAN
Economics Letters, Journal Indexed in SCI Expanded, International, WoS, 2004, vol 86, pp 63-68
DOI: 10.1016/j.econlet.2004.06.008
Summary
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.