An Empirical Likelihood Ratio Test for Normality in Linear Regression
The empirical likelihood ratio (ELR) test for the problem of testing for normality in a linear regression modell is derived in this paper. The sampling properties of the ELR test and four other commonly used tests are provided and analyzed using Monte Carlo simulation. The ELR test has good power properties against various alternative hypotheses.
|Date of creation:||08 Apr 2004|
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- Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers 0401, Department of Economics, University of Victoria.
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