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Using OLS to test for normality

Authors :
Shalit, Haim
Source :
Statistics & Probability Letters. Nov2012, Vol. 82 Issue 11, p2050-2058. 9p.
Publication Year :
2012

Abstract

Abstract: The OLS estimator is a weighted average of the slopes delineated by adjacent observations. These weights depend only on the independent variable. Equal weights are obtained if and only if the independent variable is normally distributed. This feature is used to develop a new test for normality which is compared to standard tests and provides better power for testing normality. [Copyright &y& Elsevier]

Subjects

Subjects :
*STATISTICAL hypothesis testing
*LEAST squares
*INDEPENDENT variables
*DISTRIBUTION (Probability theory)
*MATHEMATICAL statistics
*ESTIMATION theory

Details

Language :
English
ISSN :
01677152
Volume :
82
Issue :
11
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
79110169
Full Text :
https://doi.org/10.1016/j.spl.2012.07.004
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