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From |
"JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 13 Oct 2012 11:40:13 -0400 |

On Sat, Oct 13, 2012 at 10:26 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote: > Thank you. So, it leaves me with only one choice to follow Cameron and Trivedi. But what would be if unobserved data censored at zero? I wouldn't say that it's your only choice, just that model assessment in the context where you have a partially observed variable is tricky and there isn't a definitively supported diagnostic. One refinement over simply looking at predicted values for the fully observed data would be, if your dataset is large enough, to generate some random subsets and see how well the model fit on the other cases predicts, i.e., do cross-validation or some kind of bootstrapping. Nick Longford has a nice paper in JRSS-A on using parametric bootstrapping in assessing multilevel models and the basic ideas could probably be adapted here. Essentially you simulate coefficients from the asymptotic distribution of the estimates and then simulate linear predictors. Finally you'd simulate observations according to your censoring rule. These are more variable than the predicted values. You might be able to trick -mi- into doing that for you without a lot of programming (but not in Stata 10). Longford, N. T. Simulation-based diagnostics in random coeﬃcient models. Journal of the Royal Statistical Society Ser. A 164, 259–273, 2001. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

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