Re: st: Regression Diagnostics for Models with cluster-robust standard errors

[Nick Cox <njcoxstata@gmail.com>]

For a fuller discussion of this point of view see

SJ-4-4  gr0009  . . . . . . . . . . Speaking Stata: Graphing model diagnostics
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        (help anovaplot, indexplot, modeldiag, ofrtplot, ovfplot,
        qfrplot, racplot, rdplot, regplot, rhetplot, rvfplot2,
        rvlrplot, rvpplot2 if installed)
        Q4/04   SJ 4(4):449--475
        plotting diagnostic information calculated from residuals
        and fitted values from regression models with continuous
        responses

.pdf accessible at http://www.stata-journal.com/sjpdf.html?articlenum=gr0009

Software updated in SJ 10(1) 2010.

Nick

On Sat, Jan 26, 2013 at 2:30 PM, Nick Cox <njcoxstata@gmail.com> wrote:

> You have got (more) honest standard errors. They say nothing directly about
> precisely how the model might need improvement. It's now 50 years and more
> since plotting residuals versus fitted was suggested as a basic follow-up to
> regression. Also, whether the functional form is about right is more crucial
> than assumptions about error terms.

On 26 Jan 2013, at 13:17, Barbara Engels <engels.ba@gmail.com> wrote:

>> I estimated an OLS regression with cluster-robust standard errors and want
>> to perform common regression diagnostics now, i.e. check for linearity,
>> outliers, normallity, autocorrelation, homoskedasticity, multicollinearity,
>> model specification (ramsey) ....
>> Does it make sense to check for homoskedasticity, normality and
>> autocorrelation at all or is it just sufficient that I accounted for it with
>> the cluster-robust s.e.?
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