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

DOI10.1016/J.ECONLET.2009.05.017zbMath1181.62017OpenAlexW2072171002MaRDI QIDQ1046256

Marjorie Gassner, Catherine Dehon, 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

robustnessoutlier detectionHausman testS-estimator

Mathematics Subject Classification ID

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

Related Items (2)

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

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Bounded influence regression using high breakdown scatter matrices
• Specification Tests in Econometrics
• Robust Statistics

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