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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 18:41:36 +0300

Thank you very much. One last question altough it is slightly different from the main issue:

In order to test heteroscedasticity assumption can I use scatter plots etc? or do I need to use a formal test like for testing normality issue?

Ebru
 
----------------------------------------
> Date: Sat, 13 Oct 2012 11:29:49 -0400
> Subject: Re: st: Normally distributed error term & testing normality of residuals
> From: [email protected]
> To: [email protected]
>
> On Sat, Oct 13, 2012 at 11:23 AM, Ebru Ozturk <[email protected]> wrote:
> > Also, can I use Cameron and Trivedi way in Stata 10?
>
> I think so, it looks like they're mostly just generating some
> constructed variables (functions of the predicted values) and testing
> those using auxiliary regressions.
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