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


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 11:57:59 -0400

On Sat, Oct 13, 2012 at 11:41 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
> Thank you very much. One last question altough it is slightly different from the main issue:
>
> In order to test heteroscedasticity assumption can I use scatter plots etc? or do I need to use a formal test like for testing normality issue?

I think I'd probably use both, as the test just says "there appears to
be heteroscedasticity" but doesn't tell you much about what it might
be. One other quick and cheap diagnoser of heteroscedasticity is to
run with robust standard errors and with default. If they appear to
differ much, that's a sign you have a problem.
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