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Re: st: Normally distributed error term & testing normality of residuals


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Normally distributed error term & testing normality of residuals
Date   Sat, 13 Oct 2012 12:42:58 +0100

You don't say what kind of model you are fitting.

-qnorm- allows a more incisive graphical assessment of normality than
-histogram, normal-. It doesn't offer a formal significance test.
People who are well informed on the matter don't agree: some would
always seek a formal test, others are happy to think about the results
of -qnorm- in context.

Even when normality of error terms is an explicit assumption behind a
model, it is typically also the least important assumption.

Nick

On Sat, Oct 13, 2012 at 12:06 PM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:

> I test for normality of residuals with the command below:
>
> predict e, resid
> histogram e, normal
>
> So, does this command also work for understanding of whether error term normally distributed or not?
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