Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez
AbstractIn the current literature, in order to be able to detect a single observation as an outlier observation, this observation is represented by a dummy variable and the dummy variable is checked for statistical significance. For an observation to be an outlier observation, the thesis of significant t-statistics of dummy variable is used. This paper proves using a theoretic proof for simple regression model that this thesis is wrong and refutes this thesis using a counterexample. The example derived for this paper illustrates that an outlier observation detected by robust regression methods cannot be detected by the t-statistics of dummy variable. In addition, the effect of adding a dummy variable to regression on important regression statistics is investigated.
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Bibliographic InfoArticle provided by Department of Econometrics, Faculty of Economics, Istanbul University in its journal Istanbul University Econometrics and Statistics e-Journal.
Volume (Year): 15 (2011)
Issue (Month): 1 (November)
Robust Regression; t-statistics; dummy variable; outlier; refute the thesis; simple regression model; detection problem; example;
Find related papers by JEL classification:
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- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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