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Information-Theoretic Distribution Test with Application to Normality

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Author Info
Thanasis Stengos () (Department of Economics, University of Guelph.)
Ximing Wu () (Department of Agricultural Economics, Texas A&M University and Department of Economics, University of Guelph.)

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Abstract

We derive general distribution tests based on the method of Maximum Entropy density. The proposed tests are derived from maximizing the di®erential entropy subject to moment constraints. By exploiting the equivalence between the Maximum Entropy and Maximum Likelihood estimates of the general exponential family, we can use the conventional Likelihood Ratio, Wald and Lagrange Multiplier testing principles in the maximum entropy framework. In particular, we use the Lagrange Multiplier method to derive tests for normality and their asymptotic properties. Monte Carlo evidence suggests that the proposed tests have desirable small sample properties and often outperform commonly used tests such as the Jarque-Bera test and the Kolmogorov-Smirnov-Lillie test for normality. We show that the proposed tests can be extended totests based on regression residuals and non-iid data in a straightforward manner. We apply the proposed tests to the residuals from a stochastic production frontier model and reject the normality hypothesis.

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Publisher Info
Paper provided by University of Guelph, Department of Economics in its series Working Papers with number 0604.

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Length: 23 pages
Date of creation: 2006
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Handle: RePEc:gue:guelph:2006-4

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Related research
Keywords: distribution test; maximum entropy; normality.;

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Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Bontemps, Christian & Meddahi, Nour, 2005. "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January. [Downloadable!] (restricted)
  2. D. Ormoneit & H. White, 1999. "An efficient algorithm to compute maximum entropy densities," Econometric Reviews, Taylor and Francis Journals, vol. 18(2), pages 127-140. [Downloadable!] (restricted)
  3. Zellner, Arnold & Highfield, Richard A., 1988. "Calculation of maximum entropy distributions and approximation of marginalposterior distributions," Journal of Econometrics, Elsevier, vol. 37(2), pages 195-209, February. [Downloadable!] (restricted)
  4. Thanasis Stengos & Ximing Wu, 2005. "Partially Adaptive Estimation via Maximum Entropy Densities," University of Cyprus Working Papers in Economics 6-2005, University of Cyprus Department of Economics. [Downloadable!]
  5. Thanasis Stengos & Yiguo Sun, 2005. "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics 7-2005, University of Cyprus Department of Economics. [Downloadable!]
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  6. Ximing Wu & Thanasis Stengos, 2005. "Partially adaptive estimation via the maximum entropy densities," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 352-366, December. [Downloadable!] (restricted)
  7. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
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  8. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ekrem Kilic, 2005. "A Nonparametric Way of Distribution Testing," Econometrics 0510006, EconWPA. [Downloadable!]
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