Castilla, E.Martín, N.Muñoz San Martín, SagrarioPardo, L.2023-06-172023-06-172020-06-221563-516310.1080/00949655.2020.1787410https://hdl.handle.net/20.500.14352/7239We introduce a new family of Wald-type tests, based on minimum Rényi pseudodistance estimators, for testing general linear hypotheses and the variance of the residuals in the multiple regression model. The classical Wald test, based on the maximum likelihood estimator, can be seen as a particular case inside our family. Theoretical results, supported by an extensive simulation study, point out how some tests included in this family have a better behaviour, in the sense of robustness, than the Wald test. Finally, we provide a data-driven procedure for the choice of the optimal test given any data set.engjournal articlehttps://doi.org/10.1080/00949655.2020.1787410open access31151Influence functionMinimum density power divergence estimatorMultiple regresion modelRény pseudodistanceRobustness regression modelRényi PseudodistanceRobustnessMatemáticas (Matemáticas)Estadística12 Matemáticas1209 Estadística