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A Hausman-type test to detect the presence of influential outliers in regression analysis

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Author Info
Dehon, Catherine
Gassner, Marjorie
Verardi, Vincenzo

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Abstract

In regression analysis, classical estimations may be excessively influenced by a few atypical observations. We propose a Hausman-type test to balance robustness and efficiency and to check whether a robust method should be implemented. An economic application is presented.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4WDGCMB-3/2/9e093252df988db127c6ffbf4e24f84a
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Publisher Info
Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 105 (2009)
Issue (Month): 1 (October)
Pages: 64-67
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Handle: RePEc:eee:ecolet:v:105:y:2009:i:1:p:64-67

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Web page: http://www.elsevier.com/locate/ecolet

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Related research
Keywords: Hausman test Outlier detection Robustness S-estimator;

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This page was last updated on 2009-12-3.

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