Stata Web Books
Regression with Stata
Chapter 2 - Regression Diagnostics
Chapter Outline
2.0 Regression Diagnostics
2.1 Unusual and Influential data
2.2 Checking Normality of Residuals
2.3 Checking Homoscedasticity
2.4 Checking for Multicollinearity
2.5 Checking Linearity
2.6 Model Specification
2.7 Issues of Independence
2.8 Summary
2.9 Self assessment
2.10 For more information
2.0 Regression Diagnostics
In the previous chapter, we learned how to do ordinary linear regression with Stata, concluding with methods for
examining the distribution of our variables. Without verifying that your data have met the assumptions underlying
OLS regression, your results may be misleading. This chapter will explore how you can use Stata to check on how
well your data meet the assumptions of OLS regression. In particular, we will consider the following assumptions.