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 https://thedatahall.com/best-10-introductory-econometrics-books/ 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.