Hypothesis testing using ols and robust regression

Reference no: EM1385969

How does the efficiency of a regression predict the power of the t-test? How do robust standard errors change the comparison between hypothesis testing using OLS and robust regression? What does dependence in the e do to the t-test? what does non-normality in the e do to the t-test?

Reference no: EM1385969

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Hypothesis testing using ols and robust regression : How does the efficiency of a regression predict the power of the t-test? How do robust standard errors change the comparison between hypothesis testing using OLS and robust regression? What does dependence in the e do to the t-test? what does non-no..

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