Regression Diagnostics

is anyone aware of a toolbox that deals with regression diagnostics? i want to test for every single problem that I might face in simple linear regressions such as multi-collinearity,heteroskedasticity,autocorrelation, the presence of outliers, normality etc... I am sure that many people were interested in this using matlab . so should I tackle these issues one by one or someone did manage to compile them in a book or toolbox?

Answer 1

[Oleg Komarov]

• Statistics toolbox
• Econometrics toolbox
• Econometrics Toolbox: by James P. LeSage (free)
• MFE_Toolbox (free)