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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 20:39:13 +0300

With default do you mean without robust standard error or something else?

----------------------------------------
> Date: Sat, 13 Oct 2012 11:57:59 -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 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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