Résumé
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.
langue originale | Anglais |
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Pages (de - à) | 64-67 |
Nombre de pages | 4 |
journal | Economics Letters |
Numéro de publication | 1 |
Etat de la publication | Non publié - 2009 |