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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 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.
> >> >> *
> *
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