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Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez

  • Arzdar KIRACI

    ()

    (Baskent University)

In 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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File URL: http://eidergisi.istanbul.edu.tr/sayi15/iueis15m1.pdf
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Article 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)
Pages: 1-14

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Handle: RePEc:ist:ancoec:v:15:y:2011:i:1:p:1-14
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