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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Regression Diagnostics for Models with cluster-robust standard errors |
Date | Sat, 26 Jan 2013 16:18:24 +0000 |
For a fuller discussion of this point of view see 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 .pdf accessible at http://www.stata-journal.com/sjpdf.html?articlenum=gr0009 Software updated in SJ 10(1) 2010. Nick On Sat, Jan 26, 2013 at 2:30 PM, Nick Cox <njcoxstata@gmail.com> wrote: > You have got (more) honest standard errors. They say nothing directly about > precisely how the model might need improvement. It's now 50 years and more > since plotting residuals versus fitted was suggested as a basic follow-up to > regression. Also, whether the functional form is about right is more crucial > than assumptions about error terms. On 26 Jan 2013, at 13:17, Barbara Engels <engels.ba@gmail.com> wrote: >> 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.? * * 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/