• Title of article

    Robust tests for normality of errors in regression models

  • Author/Authors

    A. ?zlem ?nder، نويسنده , , Asad Zaman، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    6
  • From page
    63
  • To page
    68
  • Abstract
    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.
  • Keywords
    Normality tests , Robust regression , Least trimmed squares
  • Journal title
    Economics Letters
  • Serial Year
    2005
  • Journal title
    Economics Letters
  • Record number

    435571

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435571