Estimating Cross Sectional Regression In Stata with Diagnostics
Вставка
- Опубліковано 29 чер 2023
- #crosssectional #regression #dataanalysis #autocorrelation #multicollinearity #estimate #stata #outliers #correlation #normality #Jarquebera #shapiro #wilk #francia
This video guides to the young learners to regress cross sectional data in STATA and do the basic descriptives and diagnostics. This video includes descriptive statistics with details percentiles, interquartile range, #skewness and #kurtosis. Followed with correlation matrix and #scattermatrix. The multicollinearity is assessed using #lmcol test including various tests.
The diagnostics include #heteroskedasticity, #mis-specification, partial R squared and #DFBETA
Thanks for making this vedio it's very helpful to me
Welcome
Welcome
Hi, thank you for this good video. By "use appropriate distribution" what do you mean? like if I do not remove outliers???
Means quantile regression if it is because of outliers. Ridge regression if variables are important.