A Hausman-type test to detect the presence of influential outliers in regression analysis
AbstractIn 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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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 105 (2009)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/ecolet
Hausman test Outlier detection Robustness S-estimator;
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ULB Institutional Repository
2013/9907, ULB -- Universite Libre de Bruxelles.
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