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st: AW: AW: regress analysis
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I would also recommend the brilliant book by Cameron and Trivedi http://www.stata-press.com/books/mus.html,
chap. 4.6.1, for your attention where they -simulate- the effects on the OLS estimator if the errors are really chi2 distributed...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Martin Weiss
Gesendet: Montag, 16. Februar 2009 13:44
An: [email protected]
Betreff: st: AW: regress analysis
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Hmmm, your message is a little short of substance, but still: the normal thing to do is to inspect the residuals for normality, not the covariates.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von [email protected]
Gesendet: Montag, 16. Februar 2009 13:28
An: [email protected]
Betreff: st: regress analysis
Hello!
my doubt is this: in regress analysis I have to test the hypothesis of
normality for all the variables?
thanks
isa
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