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


From   Ebru Ozturk <ebru_0512@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Normally distributed error term & testing normality of residuals
Date   Sat, 13 Oct 2012 16:27:39 +0300

Thanks. I checked it too. But I just wanted to learn is there a way of testing normality apart from a formal test like histogram, scatter plots?

Ebru

----------------------------------------
> Date: Sat, 13 Oct 2012 09:22:09 -0400
> Subject: Re: st: Normally distributed error term & testing normality of residuals
> From: jvverkuilen@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> On Sat, Oct 13, 2012 at 8:06 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
> > Thank you Nick.
> >
> > I asked it for Tobit model.
>
> Then it matters quite a bit, but checking -tobit- postestimation,
> there doesn't appear to be residuals. This is usually a sign that it's
> hard to define a meaningful one, which makes sense because the Tobit
> model is partially observed and partially latent. There's no way the
> observed residuals can be normal.
>
> I checked in Chapter 16 of Microeconometrics Using Stata, Revised
> Edition (A. C. Cameron & P K. Trivedi, Stata Press, 2010) and they
> provide some examples of how to test the normality and
> heteroscedasticity assumption. There's a good bit you have to to do
> get this to work and their example takes up several pages. Someone
> might have an example floating around on the net somewhere, not sure.
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