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.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S456998.
Size: Programming language: Stata Requires: Stata version 9 Date of creation: 02 Feb 2009 Date of revision: Handle: RePEc:boc:bocode:s456998
Note: This module may be installed from within Stata by typing "ssc install diptest". 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/ More information through EDIRC