NORMTEST: Stata module to perform tests of univariate kurtosis and skewness

Herve M. Caci ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes measures and tests of univariate skew (g1, sqrt(b1)) and kurtosis (g2 and b2-3), and two omnibus tests of normality: namely D'agostino & Pearson K sq, and Jarque-Bera LM. This is version 1.2 of the software.

Language: Stata
Requires: Stata version 5.0
Keywords: normality; skewnes; kurtosis (search for similar items in EconPapers)
Date: Written 2000-07-20
Note: This module may be installed from within Stata by typing "ssc install normtest". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/normtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/normtest.hlp help file (text/plain)

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