Notes on Power 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%2F15%3A43906560" target="_blank" >RIV/62156489:43110/15:43906560 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1063/1.4912950" target="_blank" >http://dx.doi.org/10.1063/1.4912950</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1063/1.4912950" target="_blank" >10.1063/1.4912950</a>
Alternative languages
Result language
angličtina
Original language name
Notes on Power of Normality Tests of Error Terms in Regression Models
Original language description
Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed.Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importance of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing oferror terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and 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
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2014 (ICNAAM 2014)
ISBN
978-0-7354-1287-3
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
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Publisher name
American Institute of Physics (AIP)
Place of publication
Melville
Event location
Rhodes
Event date
Sep 22, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000355339704080