English, Article edition: ATKPLOT: Stata module to generate Atkinson residual normality plots Stanislav Kolenikov

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Bookmark: http://trove.nla.gov.au/version/174534
Physical Description
  • code
Language
  • English

Edition details

Title
  • ATKPLOT: Stata module to generate Atkinson residual normality plots
Author
  • Stanislav Kolenikov
Physical Description
  • code
Notes
  • atkplot graphs the half-normal plots with the confidence bands for regression residuals as suggested by Atkinson (1985) and described in Smith and Young (2001). This is a graphical tool to assess the normality of the residuals. For this purpose, absolute values of the residuals are ordered and plotted against the expected order statistics of the (half-)normal distribution. The k-th percentile of interest is calculated using Blom (1958) approximation (k-3/​8)/​(N+1/​4), where N is the total number of observations. The confidence bands for the residuals are obtained via simulation with the normal errors. No Bonferroni or any other simultaneity correction is made.
  • regression, confidence intervals
  • RePEc:boc:bocode:s414901
Language
  • English
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