RE: st: Normally distributed error term & testing normality of residuals

[Ebru Ozturk <ebru_0512@hotmail.com>]

Also, can I use Cameron and Trivedi way in Stata 10?

Ebru

----------------------------------------
> From: ebru_0512@hotmail.com
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: Normally distributed error term & testing normality of residuals
> Date: Sat, 13 Oct 2012 17:26:20 +0300
>
> Thank you. So, it leaves me with only one choice to follow Cameron and Trivedi. But what would be if unobserved data censored at zero?
>
> Ebru
>
> ----------------------------------------
> > Date: Sat, 13 Oct 2012 09:42:38 -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 9:27 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
> > > Thanks. I checked it too. But I just wanted to learn is there a way of testing normality apart from a formal test like histogram, scatter plots?
> >
> > Ah, yes, I get that point. Well the trick is that the observed data
> > are what they are but we don't know the censored data.
> >
> > I can think of a few "devices" but I'm not sure what good properties
> > they would have. Cameron and Trivedi mention (but do not show) the
> > notion of comparing the predicted values for non-censored cases to the
> > observed values. The distribution won't be normal for them and the
> > relationship won't be perfectly linear, but you shouldn't see gross
> > differences in a good fitting model.
> >
> > Example:
> >
> > sysuse auto
> > gen wgt = weight/1000
> > tobit mpg wgt, ll(17)
> > predict predicted, xb
> > predict seforecast, stdf
> > gen censored = 0
> > replace censored = 1 if mpg <= 17
> > summarize mpg predicted if censored == 0, detail
> > cor mpg predicted
> > qqplot predicted mpg if censored == 0
> > *
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> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
> *
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