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RE: st: Normally distributed error term & testing normality of residuals
From
Ebru Ozturk <[email protected]>
To
<[email protected]>
Subject
RE: st: Normally distributed error term & testing normality of residuals
Date
Sat, 13 Oct 2012 16:16:00 +0300
No, I do not refer to that thread.
I need to learn Tobit model so, in order to test whether error term is normally distributed or not what should I do apart from a formal test?
Ebru
----------------------------------------
> Date: Sat, 13 Oct 2012 14:05:09 +0100
> Subject: Re: st: Normally distributed error term & testing normality of residuals
> From: [email protected]
> To: [email protected]
>
> The assumption of normality is here associated with a latent variable.
> If the observed response is bounded, as is the whole point of tobit
> model, what do you think that implies for the residuals?
>
> By the way, if you are referring to the same problem as that discussed
> in the lengthy thread starting in
>
> http://www.stata.com/statalist/archive/2012-10/msg00187.html
>
> then my position remains that tobit regression (or more precisely
> interval regression) is quite inappropriate for that model.
>
> Nick
>
> On Sat, Oct 13, 2012 at 1:06 PM, Ebru Ozturk <[email protected]> wrote:
> > Thank you Nick.
> >
> > I asked it for Tobit model.
> >
> > Ebru
> >
> > ----------------------------------------
> >> Date: Sat, 13 Oct 2012 12:42:58 +0100
> >> Subject: Re: st: Normally distributed error term & testing normality of residuals
> >> From: [email protected]
> >> To: [email protected]
> >>
> >> 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 <[email protected]> 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?
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
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> >> * http://www.ats.ucla.edu/stat/stata/
> > *
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> *
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*
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