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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