On the sensitivity to non-normality of a test for outliers in linear models |
| |
Authors: | H Miyashita P Newbold |
| |
Institution: | University of Illinois , Champaign, Illinois, 61820 |
| |
Abstract: | In this note we use the class of exponential power distributions to assess the robustness to non-normality of the test for outliers based on the maximum absolute studentized residual. We find that the significance levels can be quite markedly affected by even moderate departures from normality of the error distribution in a regression model when the sample size is moderately large. |
| |
Keywords: | non-normality outliers regression residuals |
|
|