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MGOF: Stata module to perform goodness-of-fit tests for multinomial data

Author

Listed:
  • Ben Jann

    (University of Bern)

Programming Language

Stata

Abstract

mgof computes goodness-of-fit tests for the distribution of a discrete (categorical, multinomial) variable. The default is to perform classical large sample chi-squared approximation tests based on Pearson's X2 statistic and the log likelihood ratio (G2) statistic or a statistic from the Cressie-Read family. Alternatively, mgof computes exact tests using Monte Carlo methods or exhaustive enumeration. A Kolmogorov-Smirnov test for discrete data is also provided. The moremata package, also available from SSC, is required.

Suggested Citation

  • Ben Jann, 2007. "MGOF: Stata module to perform goodness-of-fit tests for multinomial data," Statistical Software Components S456854, Boston College Department of Economics, revised 18 Jan 2021.
    • Handle: RePEc:boc:bocode:s456854
    Note: This module should be installed from within Stata by typing "ssc install mgof". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Keywords

    multinomial; goodness of fit; Chi-squared; Kolmogorov-Smirnov; Stata;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions

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