Residual Diagnostic Tests

[Olivia Roberts]

Hello!

Probably a stupid question, but still relatively new to Stata. I have a wage regression and want to see if the residuals of the regression indicate the model is a good fit, and want to create certain plots but I am unsure how to do the plots listed below:

- A plot of the residuals against the dependent variable of log wages to check they're uncorrelated
- A plot of the residuals against an independent variable x to check for uncorrelation again
- A plot to test for potential violation of normality of the residuals (QQ)

So essentially, I am unsure on how to plot residuals.

Thank you in advance!

[Carlo Lazzaro]

Olivia:
I would go as follows:

. sysuse auto.dta
(1978 Automobile Data)

. regress price mpg trunk

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(2, 71)        =     10.14
       Model |   141126459         2  70563229.4   Prob > F        =    0.0001
    Residual |   493938937        71  6956886.44   R-squared       =    0.2222
-------------+----------------------------------   Adj R-squared   =    0.2003
       Total |   635065396        73  8699525.97   Root MSE        =    2637.6

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -220.1649   65.59262    -3.36   0.001    -350.9529    -89.3769
       trunk |   43.55851   88.71884     0.49   0.625    -133.3418    220.4589
       _cons |   10254.95   2349.084     4.37   0.000      5571.01    14938.89
------------------------------------------------------------------------------

. estat hettest

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
         Ho: Constant variance
         Variables: fitted values of price

         chi2(1)      =     7.96
         Prob > chi2  =   0.0048

. predict residual, res

. qnorm residual

.

[Olivia Roberts]

Thank you Carlo! I see that's how you define residuals and then you can plot any residual graph, thank you!

[Carlo Lazzaro]

Olivia:
see -help regress postestimation- and related entry in Stata .pdf manual for more details.