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Simple Simulations for Robust Tests of Multiple Outliers in Regression

In: COMPSTAT 2004 — Proceedings in Computational Statistics

Author

Listed:
  • Marco Riani

    (Università di Parma, Dipartimento di Economia)

  • Anthony Atkinson

    (London School of Economics, Department of Statistics)

Abstract

The null distribution of the likelihood ratio test for outliers in regression depends on the distributional properties of trimmed samples. Approximations to the distribution of the statistic that are simple to simulate are described and applied to three examples.

Suggested Citation

  • Marco Riani & Anthony Atkinson, 2004. "Simple Simulations for Robust Tests of Multiple Outliers in Regression," Springer Books, in: Jaromir Antoch (ed.), COMPSTAT 2004 — Proceedings in Computational Statistics, pages 405-416, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2656-2_33
    DOI: 10.1007/978-3-7908-2656-2_33
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