Regression Assumptions in Stata for Beginners | Stata Tutorial

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
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Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese
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STATA Guide for Introductory Econometrics for Finance by Chris Brooks
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Introduction to Time Series Using Stata, by Sean Becketti
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Discovering Structural Equation Modeling Using Stata, by Alan C. Acock
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Website: thedatahall.com
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[@HuzMusFinanceData]

JAZAKALLAH Sir...
Very informative and helpful video...

[@thedatahall]

Thanks dear. Please do share our videos among your research circle

[@yousafkhankhalil7950]

Best video for understanding

[@joseneto1979]

Kandungan anda sangat menyentuh

[@kapilagunarathne1547]

excellent