Detecting multiple outliers with an application to R&D productivity

• Published in: Journal of econometrics Vol. 43; no. 3; pp. 293 - 315
• Main Author: Reiss, Peter C.
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 01.03.1990; Elsevier; Elsevier Sequoia S.A
• Series: Journal of Econometrics
• Subjects: Applications; Econometrics; Economic models; Economic theory; Effects; Exact sciences and technology; Expenditures; Mathematics; Probability and statistics; Productivity; R&D; Regression analysis; Research & development; Research & development expenditures; Sciences and techniques of general use; Statistics; Studies; Variables; Outlier; Productivity; Data analysis; Multiple; Test statistic; Detection; Economic data; Comparative study; Research and development

Multiple outlying observations are frequently encountered in empirical analyses of economic data. Several multiple outlier tests exist, but little evidence is available on their relative power against alternative causes of outliers and influence. This paper analytically and numerically compares the...