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OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality

Author

Listed:
  • Christopher F Baum

    () (Boston College)

  • Nicholas J. Cox

    () (Durham University)

Abstract

omninorm implements an omnibus test for normality proposed by Doornik and Hansen (1994), who find that the test has superior size and power properties when compared to many in the literature. omninorm requires Stata 9 or 10. omninorm7 is the previously circulated routine, compatible with Stata 7 or 8.

Suggested Citation

  • Christopher F Baum & Nicholas J. Cox, 2001. "OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality," Statistical Software Components S417501, Boston College Department of Economics, revised 08 Apr 2009.
  • Handle: RePEc:boc:bocode:s417501
    Note: This module may be installed from within Stata by typing "ssc install omninorm". Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm7.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/o/omninorm7.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_gstdn.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/matmap.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/matmap.hlp
    File Function: help file
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    More about this item

    Keywords

    normality; multivariate regression;

    Statistics

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