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RE: st: Normally distributed error term & testing normality of residuals
From
Ebru Ozturk <[email protected]>
To
<[email protected]>
Subject
RE: st: Normally distributed error term & testing normality of residuals
Date
Sat, 13 Oct 2012 15:06:51 +0300
Thank you Nick.
I asked it for Tobit model.
Ebru
----------------------------------------
> Date: Sat, 13 Oct 2012 12:42:58 +0100
> Subject: Re: st: Normally distributed error term & testing normality of residuals
> From: [email protected]
> To: [email protected]
>
> You don't say what kind of model you are fitting.
>
> -qnorm- allows a more incisive graphical assessment of normality than
> -histogram, normal-. It doesn't offer a formal significance test.
> People who are well informed on the matter don't agree: some would
> always seek a formal test, others are happy to think about the results
> of -qnorm- in context.
>
> Even when normality of error terms is an explicit assumption behind a
> model, it is typically also the least important assumption.
>
> Nick
>
> On Sat, Oct 13, 2012 at 12:06 PM, Ebru Ozturk <[email protected]> wrote:
>
> > I test for normality of residuals with the command below:
> >
> > predict e, resid
> > histogram e, normal
> >
> > So, does this command also work for understanding of whether error term normally distributed or not?
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