On the Robustness of Tests of Outliers and Functional Form
The purpose of this paper is to examine the robustness in finite samples of a test for outliers based on the maximum internally studentized residual and the RESET test for functional form misspecification. The effects of incorrect specification on the adequate detection of outliers and the presence...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1992
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/256 |
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| Institution: | Singapore Management University |
| Language: | English |