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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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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
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e-ISSN
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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
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