Robust tests for normality of errors in regression models

DOI10.1016/j.econlet.2004.06.008zbMath1255.62039MaRDI QIDQ1927718

Asad Zaman, A. Özlem Önder

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.06.008

zbMATH Keywords

robust regression; least trimmed squares; normality tests

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

More on the correct use of omnibus tests for normality, Testing the normality of errors in regression models with a forward approach, Testing for normality in linear regression models using regression and scale equivariant estimators, An empirical power comparison of univariate goodness-of-fit tests for normality

Cites Work

• Least Median of Squares Regression
• A Bivariate Model for the Distribution of √b 1 and b 2
• A Test for Normality of Observations and Regression Residuals
• An analysis of variance test for normality (complete samples)
• A Test of Goodness of Fit
• Econometric applications of high-breakdown robust regression techniques
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