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

Catherine Dehon (), Marjorie Gassner and Vincenzo Verardi

Economics Letters, 2009, vol. 105, issue 1, pages 64-67

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.

Keywords: Hausman; test; Outlier; detection; Robustness; S-estimator (search for similar items in EconPapers)
Date: 2009

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Persistent link: http://EconPapers.repec.org/RePEc:eee:ecolet:v:105:y:2009:i:1:p:64-67

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