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ATKPLOT: Stata module to generate Atkinson residual normality plots

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Author Info

  • Stanislav Kolenikov

    ()
    (University of Missouri)

Abstract

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.

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File URL: http://www.komkon.org/~tacik/stata/atkplot.ado
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File URL: http://www.komkon.org/~tacik/stata/atkplot.hlp
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S414901.

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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 20 Sep 2000
Date of revision:
Handle: RePEc:boc:bocode:s414901

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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Web: http://repec.org/docs/ssc.php

Related research

Keywords: regression; confidence intervals;

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