Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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 11:54:40 +0300
Thank you. So, there is no possibility to check heteroscedasticity graphically?
Ebru
----------------------------------------
> Date: Sat, 13 Oct 2012 18:25:14 -0400
> Subject: Re: st: Normally distributed error term & testing normality of residuals
> From: [email protected]
> To: [email protected]
>
> On Sat, Oct 13, 2012 at 1:39 PM, Ebru Ozturk <[email protected]> wrote:
> > With default do you mean without robust standard error or something else?
> >
> Yes, the default is OIM.
>
>
> > ----------------------------------------
> >> Date: Sat, 13 Oct 2012 11:57:59 -0400
> >> Subject: Re: st: Normally distributed error term & testing normality of residuals
> >> From: [email protected]
> >> To: [email protected]
> >>
> >> On Sat, Oct 13, 2012 at 11:41 AM, Ebru Ozturk <[email protected]> wrote:
> >> > 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?
> >>
> >> I think I'd probably use both, as the test just says "there appears to
> >> be heteroscedasticity" but doesn't tell you much about what it might
> >> be. One other quick and cheap diagnoser of heteroscedasticity is to
> >> run with robust standard errors and with default. If they appear to
> >> differ much, that's a sign you have a problem.
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
> >> * http://www.stata.com/support/faqs/resources/statalist-faq/
> >> * http://www.ats.ucla.edu/stat/stata/
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> JVVerkuilen, PhD
> [email protected]
>
> "Out beyond ideas of wrong-doing and right-doing there is a field.
> I'll meet you there. When the soul lies down in that grass the world
> is too full to talk about." ---Rumi
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/