ATKPLOT: Stata module to generate Atkinson residual normality plots

Stanislav Kolenikov

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 6.0
Keywords: regression; confidence intervals (search for similar items in EconPapers)
Date: 2000-09-20
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Downloads: (external link)
http://www.komkon.org/~tacik/stata/atkplot.ado program code (text/plain)
http://www.komkon.org/~tacik/stata/atkplot.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s414901

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