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

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 105
Issue: 1
Pages: 64-67

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:105:y:2009:i:1:p:64-67
Journal Field
General
Author Count
3
Added to Database
2026-01-25