Robust Tests for Normality of Errors in Regression Models
Other publications > Other · 2005
Authors: Asiye Özlem ÖNDER, Asad Zaman
Other, International, 2005,
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.