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

Christopher Baum and Nicholas Cox

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.0 (7.0 for omninorm7)
Keywords: normality; multivariate regression (search for similar items in EconPapers)
Date: 2001-03-26, Revised 2009-04-08
Note: This module may be installed from within Stata by typing "ssc install omninorm". 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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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/o/omninorm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/omninorm.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/o/omninorm7.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/omninorm7.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_gstdn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/matmap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/matmap.hlp help file (text/plain)

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