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MGOF: Stata module to perform goodness-of-fit tests for multinomial data

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Author Info
Ben Jann () (ETH Zurich)

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Abstract

mgof 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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File URL: http://fmwww.bc.edu/repec/bocode/m/mgof.ado
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456854.

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Programming language: Stata
Requires: Stata version 9.2
Date of creation: 29 Jun 2007
Date of revision: 14 Jul 2008
Handle: RePEc:boc:bocode:s456854

Note: This module may 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
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: multinomial; goodness of fit; Chi-squared; Kolmogorov-Smirnov;

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Statistics
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This page was last updated on 2009-11-30.

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