Testing the normality of errors in regression models with a forward approach

DOI10.1016/J.ECONLET.2006.03.009MaRDI QIDQ1929418zbMATH OpenOpenAlexFDO

Authors Daniele Coin

Publication date 8 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.03.009

zbMATH Keywords

forward searchleast median of squaresoutlierstest for normality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• An analysis of variance test for normality (complete samples)
• ESTIMATION OF THE MEAN AND STANDARD DEVIATION OF A NORMAL POPULATION FROM A CENSORED SAMPLE
• scientific article; zbMATH DE number 5280060 (Why is no real title available?)
• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 3499083 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Least Median of Squares Regression
• Robust diagnostic regression analysis
• Robust tests for normality of errors in regression models

Cited in

(7)

• Robust tests for normality of errors in regression models
• On tests for normality of experimental error in ridge regression
• Testing for normality in linear regression models using regression and scale equivariant estimators
• Testing normality: a GMM approach
• Testing for normality in linear regression models
• Some new normality tests for the error of a linear regression model
• Error Normality Testing in a Model of Two‐Way Nested Classification

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