ASL_NORM: Stata module computing bootstrap Gaussianity tests

Maarten Buis

Statistical Software Components from Boston College Department of Economics

Abstract: asl_norm computes bootstrap estimates of the Achieved Significance Levels (ASL) for a number of Gaussianity (normality) tests. This ASL can be interpreted as a more robust estimate of the p-value and/or as a simulation check of whether the chosen statistic is working well in your sample, i.e. whether the ASL corresponds with the asymptotic p-value.

Language: Stata
Requires: Stata version 11
Keywords: normal distribution; test; bootstrap (search for similar items in EconPapers)
Date: 2013-05-16
Note: This module should be installed from within Stata by typing "ssc install asl_norm". 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/a/asl_norm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/asl_norm.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/asl_norm_ex.ado program code (text/plain)

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