Hi,

I have a question about a regression that I am running for my Bachelor thesis. I do not have normally distributed residuals which I believe is an issue.
I was wondering if there is a command that makes it possible to run a regression without normally distributed residuals?
(I have learned that the robust command can be used to correct for heteroscedasticity for example).

The second question is that I have problem with three of the regression assumptions (homoscedasticity, normally distributed residuals and autocorrelation). Is there any command that can be used to correct for all of them? (I have heard that the robust command can correct for heterscedasticity as well as autocorrelation)

I have panel data and using log/square to transform my dependent variables is not an option because they have negative as well as positive values.

Please be patient, I am a first time user of Statalist. Let me know if I have missed any information that should be included in the question.

Thank you,
Astrid