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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 18:25:14 -0400

On Sat, Oct 13, 2012 at 1:39 PM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
> With default do you mean without robust standard error or something else?
>
Yes, the default is OIM.


> ----------------------------------------
>> 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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-- 
JVVerkuilen, PhD
jvverkuilen@gmail.com

"Out beyond ideas of wrong-doing and right-doing there is a field.
I'll meet you there. When the soul lies down in that grass the world
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