Bootstrapping in least absolute value regression: an application to hypothesis testing
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 17 (3), 843-856
- https://doi.org/10.1080/03610918808812699
Abstract
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 performanceKeywords
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