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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 13:59:32 +0200 |

Maybe this was already said, but there is also the command -hettest- Justina -------- Original-Nachricht -------- > Datum: Sun, 14 Oct 2012 12:53:46 +0100 > Von: Nick Cox <njcoxstata@gmail.com> > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: Normally distributed error term & testing normality of residuals > No one said that. You can plot the residuals, or their squares, or > their absolute values, or roots of absolute values -- there are > arguments for each -- against anything of interest, e.g. a predictor > or fitted values. See e.g. > > SJ-4-4 gr0009 . . . . . . . . . . Speaking Stata: Graphing model > diagnostics > . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. > Cox > (help anovaplot, indexplot, modeldiag, ofrtplot, ovfplot, > qfrplot, racplot, rdplot, regplot, rhetplot, rvfplot2, > rvlrplot, rvpplot2 if installed) > Q4/04 SJ 4(4):449--475 > plotting diagnostic information calculated from residuals > and fitted values from regression models with continuous > responses > > for one broad discussion. That paper says nothing specific about > -tobit- models, however. > > On Sun, Oct 14, 2012 at 9:54 AM, Ebru Ozturk <ebru_0512@hotmail.com> > wrote: > > Thank you. So, there is no possibility to check heteroscedasticity > graphically? > > > > Ebru > > > > ---------------------------------------- > >> Date: Sat, 13 Oct 2012 18:25:14 -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 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. > >> >> * > * > * 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/

**References**:**st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of residuals***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of residuals***From:*Nick Cox <njcoxstata@gmail.com>

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