Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   "Justina Fischer" <JAVFischer@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Normally distributed error term & testing normality of residuals
Date   Sun, 14 Oct 2012 01:09:48 +0200

A formal test of normality would be the Jarque-Bera-test of normality, available as user written programme called -jb6-. 
It gives nice test stats that can be reported in a paper.
(is there s.th. newer available?)

I prefer using the Jarque-Bera combined with -qnorm- (see below, which allows to label the single obs) in order to identify outlier observations. 

Justina




-------- Original-Nachricht --------
> Datum: Sat, 13 Oct 2012 12:42:58 +0100
> Von: Nick Cox <njcoxstata@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: Normally distributed error term & testing normality of residuals

> You don't say what kind of model you are fitting.
> 
> -qnorm- allows a more incisive graphical assessment of normality than
> -histogram, normal-. It doesn't offer a formal significance test.
> People who are well informed on the matter don't agree: some would
> always seek a formal test, others are happy to think about the results
> of -qnorm- in context.
> 
> Even when normality of error terms is an explicit assumption behind a
> model, it is typically also the least important assumption.
> 
> Nick
> 
> On Sat, Oct 13, 2012 at 12:06 PM, Ebru Ozturk <ebru_0512@hotmail.com>
> wrote:
> 
> > I test for normality of residuals with the command below:
> >
> > predict e, resid
> > histogram e, normal
> >
> > So, does this command also work for understanding of whether error term
> normally distributed or not?
> *
> *   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/
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index