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

Catherine Dehon, Marjorie Gassner, Vincenzo Verardi

Research output: Contribution to journalArticlepeer-review

Abstract

ABSTRACT: In regression analysis, classical estimations may be excessively influenced by a few atypical observations. We propose a Hausman-type test to balance robustness and efficiency and to check whether a robust method should be implemented. An economic application is presented.
Original languageEnglish
Pages (from-to)64-67
Number of pages4
JournalEconomics Letters
Issue number1
Publication statusUnpublished - 2009

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