Article
Statistically Significant Linear Regression Coefficients Solely Driven by Outliers in Finite-Sample Inference
2025-05-19
Abstract excerpt
In this paper, we investigate the impact of outliers on the statistical significance of coefficients in linear regression. We demonstrate, through numerical simulation using R, that a single outlier can cause an otherwise insignificant coefficient to appear statistically significant. We compare this with robust Huber regression, which reduces the effects of outliers. Afterwards, we approximate the influence of a s...
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Identifiers and source
- Literature Corpus work
- a3604a11-651b-53b1-afbc-b3584807983f
- DOI
- 10.32388/kszxtm
