REGCHECK: Stata module to examine regression assumptions

Mehmet Mehmetoglu ()
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Mehmet Mehmetoglu: Norwegian University of Science and Technology

Statistical Software Components from Boston College Department of Economics

Abstract: This routine examines several underlying assumptions after regression. It invokes the Breusch-Pagan test, computes Variance Inflation Factors, the Shapiro-Wilk test, the linktest, the RESET test and Cook's distance.

Language: Stata
Requires: Stata version 13
Keywords: regression; homoskedasticity; collinearity; normality; functional form; leverage (search for similar items in EconPapers)
Date: 2014-12-15
Note: This module should be installed from within Stata by typing "ssc install regcheck". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/regcheck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regcheck.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457943

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