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DIPTEST: Stata module to compute dip statistic to test for unimodality

Author

Listed:
  • Nicholas J. Cox

    (Durham University)

Programming Language

Stata

Abstract

diptest calculates and displays the dip statistic to test for unimodality. This statistic is the maximum difference between the empirical distribution function and the unimodal distribution function that minimises that maximum difference. The dip thus measures departure of a sample from unimodality and was proposed by Hartigan and Hartigan (Annals of Statistics 1985) as a test statistic for unimodality. Hartigan (Applied Statistics 1985) published Fortran code. Maechler (2003) published corrected C code as part of an R package diptest. The reference distribution for calculating the dip statistic is the uniform, as a worst case unimodal distribution. P-values are calculated by comparing the dip statistic obtained with those for repeated samples of the same size from a uniform distribution.

Suggested Citation

  • Nicholas J. Cox, 2009. "DIPTEST: Stata module to compute dip statistic to test for unimodality," Statistical Software Components S456998, Boston College Department of Economics, revised 19 Dec 2016.
    • Handle: RePEc:boc:bocode:s456998
    Note: This module should be installed from within Stata by typing "ssc install diptest". 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/d/diptest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/diptest.sthlp
    File Function: help file
    Download Restriction: no
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