All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

On power comparison of normality tests of error terms in regression models

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F13%3A00205539" target="_blank" >RIV/62156489:43110/13:00205539 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1063/1.4825889" target="_blank" >http://dx.doi.org/10.1063/1.4825889</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1063/1.4825889" target="_blank" >10.1063/1.4825889</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    On power comparison of normality tests of error terms in regression models

  • Original language description

    Verification of regression models constitutes one of the most important steps in applied regression analysis and is primarily based on analysis of error terms. Some statistical procedures used in the testing of linear regression model such as t-test or F-test are based on assumption of normality of error terms. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques. This contribution aims at assessment of a power of several robust and non-robust normality tests of error terms in regression models. For this purpose using a Monte Carlo simulation technique we simulate the dependent variable by p-location outlier models and estimate the ordinary least square residuals. Finally we test thenormality of residuals to explore the power and robustness of selected robust and non-robust normality tests.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/7E12049" target="_blank" >7E12049: Welfare, Wealth and Work for Europe</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    11th International Conference of Numerical Analysis and Applied Mathematics 2013: ICNAAM 2013, AIP Conference Proceedings

  • ISBN

    978-0-7354-1184-5

  • ISSN

  • e-ISSN

  • Number of pages

    4

  • Pages from-to

    1847-1850

  • Publisher name

    American Institute of Physics

  • Place of publication

    Melville, New York

  • Event location

    Rhodes, Greece

  • Event date

    Sep 21, 2013

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article