A Hausman-type test to detect the presence of influential outliers in regression analysis

DOI10.1016/J.ECONLET.2009.05.017MaRDI QIDQ1046256zbMATH OpenOpenAlexFDO

Authors Catherine Dehon, Marjorie Gassner, Vincenzo Verardi

Publication date 21 December 2009

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2009.05.017

zbMATH Keywords

Hausman testoutlier detectionrobustnessS-estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Extending the Hausman test to check for the presence of outliers
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• Robust tests for normality of errors in regression models
• Influence analysis of robust Wald-type tests
• Robust regression analysis: a useful two stage procedure

Cites work

• Bounded influence regression using high breakdown scatter matrices
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• Robust Statistics
• Specification Tests in Econometrics

Cited in

(4)

• A multi-row deletion diagnostic for influential observations in small-sample regressions
• The p value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• Extending the Hausman test to check for the presence of outliers
• A robust modification of the Goldfeld-Quandt test for the detection of heteroscedasticity in the presence of outliers

Describes a project that uses

Uses Software

• robustbase

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