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by gianaris
Sun Apr 21, 2013 12:49 am
Forum: Econometric Discussions
Topic: NON normality of residuals in panel data
Replies: 3
Views: 3669

Re: NON normality of residuals in panel data

just for
coef and p value

Adjusted R-squared is ok
F-statistic is ok
Prob(F-statistic) is ok
White heterosced. test is ok
correlation is ok
by gianaris
Sat Apr 20, 2013 2:03 pm
Forum: Econometric Discussions
Topic: NON normality of residuals in panel data
Replies: 3
Views: 3669

NON normality of residuals in panel data

I am running a regression using panel data and 366 observations and Jarque-Bera statistic is around 70 with Prob = 0.000 which means that the residuals are NOT normally distributed. Is this a problem????

Thanks :D

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