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 • https://thedatahall.com/best-10-intro... • Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese • https://amzn.to/3NDoFtC • STATA Guide for Introductory Econometrics for Finance by Chris Brooks • https://amzn.to/3LzONmB • Introduction to Time Series Using Stata, by Sean Becketti • https://amzn.to/3AT064f • Discovering Structural Equation Modeling Using Stata, by Alan C. Acock • https://amzn.to/3LW8FSr • Website: thedatahall.com • Disclaimer: Some links are affiliate links that help the channel at no cost to you.

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