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

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://dx.doi.org/10.1063/1.4825889
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 the normality of residuals to explore the power and robustness of selected robust and non-robust normality tests. 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 the normality of residuals to explore the power and robustness of selected robust and non-robust normality tests. (en)
Title	On power comparison of normality tests of error terms in regression models On power comparison of normality tests of error terms in regression models (en)
skos:prefLabel	On power comparison of normality tests of error terms in regression models On power comparison of normality tests of error terms in regression models (en)
skos:notation	RIV/62156489:43110/13:00205539!RIV14-MSM-43110___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(7E12049)
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Grochová, Ladislava Střelec, Luboš Kolman, Pavel
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Mendelova univerzita v Brně / Provozně ekonomická fakulta
http://linked.open...dnocenehoVysledku	93776
http://linked.open...ai/riv/idVysledku	RIV/62156489:43110/13:00205539
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Error terms; Testing for normality; Robustness; Monte Carlo simulation; Linear regression model (en)
http://linked.open.../riv/klicoveSlovo	Robustness Monte Carlo simulation Linear regression model Error terms Testing for normality
http://linked.open...ontrolniKodProRIV	[8A53E9C263EA]
http://linked.open...v/mistoKonaniAkce	Rhodes, Greece
http://linked.open...i/riv/mistoVydani	Melville, New York
http://linked.open...i/riv/nazevZdroje	11th International Conference of Numerical Analysis and Applied Mathematics 2013: ICNAAM 2013, AIP Conference Proceedings
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	3 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Welfare, Wealth and Work for Europe
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	Kolman, Pavel Střelec, Luboš Issever Grochová, Ladislava
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2013-09-21 (xsd:date)
number of pages	4 (xsd:int)
http://bibframe.org/vocab/doi	10.1063/1.4825889
http://purl.org/ne...btex#hasPublisher	American Institute of Physics
https://schema.org/isbn	978-0-7354-1184-5
http://localhost/t...ganizacniJednotka	43110

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