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

Ben Jann

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.2
Keywords: multinomial; goodness of fit; Chi-squared; Kolmogorov-Smirnov (search for similar items in EconPapers)
Date: 2007-06-29, Revised 2021-01-18
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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http://fmwww.bc.edu/repec/bocode/m/mgof.zip zip archive (application/zip)
http://fmwww.bc.edu/repec/bocode/m/mgof.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mgofi.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mgof.hlp program code (text/plain)

Related works:
Working Paper: Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples (2008)
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