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OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality

Author

Listed:
  • Christopher F Baum

    (Boston College)

  • Nicholas J. Cox

    (Durham University)

Programming Language

Stata

Abstract

omninorm implements an omnibus test for normality proposed by Doornik and Hansen (1994), who find that the test has superior size and power properties when compared to many in the literature. omninorm requires Stata 9 or 10. omninorm7 is the previously circulated routine, compatible with Stata 7 or 8.

Suggested Citation

  • Christopher F Baum & Nicholas J. Cox, 2001. "OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality," Statistical Software Components S417501, Boston College Department of Economics, revised 08 Apr 2009.
    • Handle: RePEc:boc:bocode:s417501
    Note: This module may be installed from within Stata by typing "ssc install omninorm". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm7.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm7.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_gstdn.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/matmap.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/matmap.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Bodenhorn, Howard & Guinnane, Timothy & Mroz, Thomas, 2013. "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Center Discussion Papers 148749, Yale University, Economic Growth Center.

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