MGOF: Stata module to perform goodness-of-fit tests for multinomial data
Abstractmgof computes goodness-of-fit tests for the distribution of a discrete (categorical, multinomial) variable. The default is to perform classical large sample chi-squared approximation tests based on Pearson's X2 statistic and the log likelihood ratio (G2) statistic or a statistic from the Cressie-Read family. Alternatively, mgof computes exact tests using Monte Carlo methods or exhaustive enumeration. A Kolmogorov-Smirnov test for discrete data is also provided. The moremata package, also available from SSC, is required.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S456854.
Programming language: Stata
Requires: Stata version 9.2
Date of creation: 29 Jun 2007
Date of revision: 14 Jul 2008
Note: This module should be installed from within Stata by typing "ssc install mgof". 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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Other versions of this item:
- Ben Jann, 2008. "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers 2, ETH Zurich, Chair of Sociology.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
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