Robustness to nonnormality of regression \(F\)-tests
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Publication:1915446
DOI10.1016/0304-4076(94)01700-XzbMath0842.62020MaRDI QIDQ1915446
Subhash C. Sharma, Mukhtar M. Ali
Publication date: 4 August 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01700-x
sensitivity; sample size; Laguerre expansion; degrees of freedom; null distribution; regression coefficients; non-normal errors; F-tests; error sums of squares; leveraged observation; robustness to nonormality
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62F35: Robustness and adaptive procedures (parametric inference)
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