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st: Regression Diagnostics for Models with cluster-robust standard errors


From   Barbara Engels <engels.ba@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Regression Diagnostics for Models with cluster-robust standard errors
Date   Sat, 26 Jan 2013 14:17:37 +0100

Dear Statalist people,

I'm sorry if this is obvious, but to me, it is not:

I estimated an OLS regression with cluster-robust standard errors and want to perform common regression diagnostics now, i.e. check for linearity, outliers, normallity, autocorrelation, homoskedasticity, multicollinearity, model specification (ramsey) ....
Does it make sense to check for homoskedasticity, normality and autocorrelation at all or is it just sufficient that I accounted for it with the cluster-robust s.e.? 

Thank you very much for your time.

Best, Barbara


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