OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality
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.
|Requires:||Stata version 9.0 (7.0 for omninorm7)|
|Date of creation:||26 Mar 2001|
|Date of revision:||08 Apr 2009|
|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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|Order Information:||Web: http://repec.org/docs/ssc.php|
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