Robust Tests for Normality of Errors in Regression Models
Diğer yayınlar > Diğer · 2005
Yazarlar: Asiye Özlem ÖNDER, Asad Zaman
Diğer, Uluslararası, 2005,
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.