| Abstract: | The finite sample performance of a number of tests for symmetry of the distribution of the errors of a linear model is considered. The first family of tests is based on the discrepancy between two regression fits. The first fit is appropriate under symmetric errors while the second is appropriate for skewed as well as symmetric error distributions. The second family of procedures consists of tests for the univariate symmetry problem. Thus, in the linear model setting these tests are based on residuals. An extensive empirical study of the finite sample, null behavior of the tests is presented. The results of a power comparison among the tests is also discussed. |
