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help: lmnjb                                                        dialog: lmnj
> b
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        +-------+
    ----+ Title +------------------------------------------------------------

 lmnjb: Jarque-Bera Non Normality Lagrange Multiplier Test


        +--------+
    ----+ Syntax +-----------------------------------------------------------

        lmnjb depvar indepvars [if] [in] [weight] , [ noconstant vce(vcetype)
                ]
 

        +---------+
    ----+ Options +----------------------------------------------------------

      noconstant          suppress constant term

    SE/Robust
      vce(vcetype)        vcetype may be ols, robust, cluster clustvar,
                            bootstrap, jackknife, hc2, or hc3


        +-------------+
    ----+ Description +------------------------------------------------------

  lmnjb computes Lagrange Multiplier Jarque-Bera normality test for OLS
  residuals after regress command.

  Ho: Error has normality distribution.
  Ha: Error has non normality distribution.

  LM Jarque-Bera test has degrees of freedom with chi2 at 2 DF (5.99).


        +---------------+
    ----+ Saved Results +----------------------------------------------------

    lmnjb saves the following in r():

    Scalars
      r(lmn)    LM Jarque-Bera Normality Test
      r(df)     Chi2 degrees of freedom
      r(p)      P-Value significance


        +---------+
    ----+ Example +----------------------------------------------------------

        clear all

        sysuse lmnjb.dta, clear

        lmnjb y x1 x2

        return list

        db lmnjb


        +------------+
    ----+ References +-------------------------------------------------------

    C.M. Jarque and A.K. Bera (1987) "A Test for Normality of Observations
        and Regression Residuals" International Statistical Review, Vol. 55;
        163-172.


        +--------+
    ----+ Author +-----------------------------------------------------------

  Emad Abd Elmessih Shehata
  Assistant Professor
  Agricultural Research Center - Agricultural Economics Research Institute - Eg
> ypt
  Email:   emadstat@hotmail.com
  WebPage:                http://emadstat.110mb.com/stata.htm
  WebPage at IDEAS:       http://ideas.repec.org/f/psh494.html
  WebPage at EconPapers:  http://econpapers.repec.org/RAS/psh494.htm


        +----------------+
    ----+ lmnjb Citation +---------------------------------------------------

    Shehata, Emad Abd Elmessih (2011)
    "lmnjb: Stata Module to Compute Jarque-Bera Non Normality Lagrange
        Multiplier Runs Test"

        http://ideas.repec.org/c/boc/bocode/s457319.html

        http://econpapers.repec.org/software/bocbocode/S457319.htm