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 language | English |
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Pages (from-to) | 64-67 |
Number of pages | 4 |
Journal | Economics Letters |
Issue number | 1 |
Publication status | Unpublished - 2009 |