Simple Simulations for Robust Tests of Multiple Outliers in Regression

Marco Riani () and Anthony Atkinson
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Marco Riani: Università di Parma, Dipartimento di Economia

A chapter in COMPSTAT 2004 — Proceedings in Computational Statistics, 2004, pp 405-416 from Springer

Abstract: Abstract The null distribution of the likelihood ratio test for outliers in regression depends on the distributional properties of trimmed samples. Approximations to the distribution of the statistic that are simple to simulate are described and applied to three examples.

Keywords: Forward search; large data sets; simultaneous inference; trimmed estimators (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2656-2_33

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DOI: 10.1007/978-3-7908-2656-2_33

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