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The Chen–Shapiro test for normality


  • Michal Brzezinski

    () (Faculty of Economic Sciences, University of Warsaw)


The Chen–Shapiro test for normality (Chen and Shapiro, 1995, Journal of Statistical Computation and Simulation 53: 269–288) has been shown in simulation studies to be generally slightly more powerful than the commonly used Shapiro-Wilk and Shapiro-Francia tests, implemented in Stata official commands swilk and sfrancia. I present the chens command, which performs the Chen– Shapiro test in Stata. Copyright 2012 by StataCorp LP.

Suggested Citation

  • Michal Brzezinski, 2012. "The Chen–Shapiro test for normality," Stata Journal, StataCorp LP, vol. 12(3), pages 368-374, September.
  • Handle: RePEc:tsj:stataj:v:12:y:2012:i:3:p:345-367
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    References listed on IDEAS

    1. Patrick Royston, 2004. "Multiple imputation of missing values," Stata Journal, StataCorp LP, vol. 4(3), pages 227-241, September.
    2. Kobi Abayomi & Andrew Gelman & Marc Levy, 2008. "Diagnostics for multivariate imputations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(3), pages 273-291.
    3. John B. Carlin & Ning Li & Philip Greenwood & Carolyn Coffey, 2003. "Tools for analyzing multiple imputed datasets," Stata Journal, StataCorp LP, vol. 3(3), pages 226-244, September.
    4. John B. Carlin & John C. Galati & Patrick Royston, 2008. "A new framework for managing and analyzing multiply imputed data in Stata," Stata Journal, StataCorp LP, vol. 8(1), pages 49-67, February.
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    Cited by:

    1. Glenn W. Harrison & J. Todd Swarthout, 2016. "Cumulative Prospect Theory in the Laboratory: A Reconsideration," Experimental Economics Center Working Paper Series 2016-04, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.

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    chens; normality testing; Chen–Shapiro test;


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