论文信息 - Bootstrapping in least absolute value regression: an application to hypothesis testing

Bootstrapping in least absolute value regression: an application to hypothesis testing

A Monte Carlo simulation is used to study the performance of hypothesis tests for regression coefficients when least absolute value regression methods are used. In small samples, the results of the simulation suggest that using the bootstrap method to compute standard errors will provide improved test performance

Terry E. Dielman | Roger C. Pfaffenberger | T. E. Dielman | R. Pfaffenberger | T. Dielman

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