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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
Sun, 14 Oct 2012 11:36:13 +0300
Thank you. Is -qnorm- applicable for Tobit model?
Ebru
----------------------------------------
> Date: Sun, 14 Oct 2012 01:15:43 +0100
> Subject: Re: st: Normally distributed error term & testing normality of residuals
> From: [email protected]
> To: [email protected]
>
> As said, I agree that -qnorm- is a good idea. See
>
> http://www.stata.com/statalist/archive/2012-09/msg01013.html
>
> http://www.stata.com/statalist/archive/2012-09/msg01040.html
>
> for why not to choose Jarque-Bera.
>
> Nick
>
> On Sun, Oct 14, 2012 at 12:09 AM, Justina Fischer <[email protected]> wrote:
> > A formal test of normality would be the Jarque-Bera-test of normality, available as user written programme called -jb6-.
> > It gives nice test stats that can be reported in a paper.
> > (is there s.th. newer available?)
> >
> > I prefer using the Jarque-Bera combined with -qnorm- (see below, which allows to label the single obs) in order to identify outlier observations.
>
> Nick Cox <[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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