The effect of high leverage points on the robust autocorrelation test in multiple linear regression
作者： Habshah Midi , Lim Hock Ann
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摘要: The Breusch-Godfrey test is widely used for autocorrelation detection. This based on the OLS estimates. presence of high leverage points may have an unduly effect this test. In paper, we suggest a robust which not easily affected by points. results study shows that robustified consistently detect problem with and without in two independents variables multiple regression.
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