A Hausman-type test to detect the presence of influential outliers in regression analysis
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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- Xavier X. Sala-i-Martin, 1997.
"I Just Ran Four Million Regressions,"
NBER Working Papers
6252, National Bureau of Economic Research, Inc.
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- Jan- Sturm & Jakob de Haan, 2005. "Determinants of long-term growth: New results applying robust estimation and extreme bounds analysis," Empirical Economics, Springer, vol. 30(3), pages 597-617, October.
- Christophe Croux & Stefan Aelst & Catherine Dehon, 2003. "Bounded influence regression using high breakdown scatter matrices," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(2), pages 265-285, June.
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