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Stringency provides a global method for finite sample test comparison which is intuitive and provide sharp and clear cut answers. In contrast, typical methods yield inconclusive results because each test has some areas of weaknesses and strengths. This paper illustrates and explains the method...
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We consider the effects of using residuals from robust regression in place of OLS residuals in test statistics for the normality of the errors. We find that this can lead to substantially improved ability to detect lack of normality in suitable situations. Using simulations, we find that...
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This paper investigates the effects of using residuals from robust regression in place of OLS residuals in test statistics for the normality of the errors. It is found that for systematic and clustered outliers robustified normality tests yield greater power
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