OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality
Abstractomninorm 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.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S417501.
Programming language: Stata
Requires: Stata version 9.0 (7.0 for omninorm7)
Date of creation: 26 Mar 2001
Date of revision: 08 Apr 2009
Note: This module may be installed from within Stata by typing "ssc install omninorm". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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