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, 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   Nick Cox <>
Subject   Re: st: Normally distributed error term & testing normality of residuals
Date   Sun, 14 Oct 2012 01:15:43 +0100

As said, I agree that -qnorm- is a good idea. See

for why not to choose Jarque-Bera.


On Sun, Oct 14, 2012 at 12:09 AM, Justina Fischer <> wrote:
> 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 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.

Nick Cox <>

>> 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 <>
>> 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:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index