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Regression Assumptions in Stata for Beginners | Stata Tutorial
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In this video, we explain how to test regression assumptions in Stata. In this video, we are particularly concerned about the normality, heteroskedasticity, and multicollinearity assumption
00:00 Introduction to video
1:55 Normality assumption
2:40 Save residual from a regression
4:08 Skewness and Kurtosis
5:14 Skewness Kurtosis test of normality
6:21 Shapiro Wilk Test of normality
7:18 Jarque Bera Test
8:08 P-P plot and Q-Q plot
10:45 Robust standard error
11:50 Heteroskedasticity test in Stata
15:17 Multicollieniearity test in Stata
16:25 Variance Inflation Factor (VIF)
Best 10 Introductory Econometrics Books
Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese
STATA Guide for Introductory Econometrics for Finance by Chris Brooks
Introduction to Time Series Using Stata, by Sean Becketti
Discovering Structural Equation Modeling Using Stata, by Alan C. Acock
Disclaimer: Some links are affiliate links that help the channel at no cost to you.
00:00 Introduction to video
1:55 Normality assumption
2:40 Save residual from a regression
4:08 Skewness and Kurtosis
5:14 Skewness Kurtosis test of normality
6:21 Shapiro Wilk Test of normality
7:18 Jarque Bera Test
8:08 P-P plot and Q-Q plot
10:45 Robust standard error
11:50 Heteroskedasticity test in Stata
15:17 Multicollieniearity test in Stata
16:25 Variance Inflation Factor (VIF)
Best 10 Introductory Econometrics Books
Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese
STATA Guide for Introductory Econometrics for Finance by Chris Brooks
Introduction to Time Series Using Stata, by Sean Becketti
Discovering Structural Equation Modeling Using Stata, by Alan C. Acock
Disclaimer: Some links are affiliate links that help the channel at no cost to you.
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