help scoregof-------------------------------------------------------------------------------

Title

scoregof-- Score test of normality for probit and bivariate probit

Syntax

scoregof[,bootstrap(#)]

Description

scoregofis a postestimation command forprobit,dprobit, andbiprobit. It computes a goodness-of-fit score test.

Option

bootstrap(#)computes thep-value by bootstrapping the test using the specified number of bootstrap replications. If this option is not specified,p-values are computed using an asymptotic chi-squared distribution.

Remarks

scoregofcannot be used ifprobit,dprobit, orbiprobitwas called with any of the following options:partial,offset,constraints.After

biprobit, the test still works if one of the left-hand-side variables appears on the right side of the other equation.The test is performed on the estimation sample.

Saved results

scoregofsaves the following inr():Scalars

r(scorestat)test statisticr(p)p-value

ReferencesChiburis, R. C. (2009). "Score tests of normality in bivariate probit models: Comment and implementation," Working paper, University of Texas at Austin.

Murphy, A. (2007). "Score tests of normality in bivariate probit models,"

Economics Letters95(3): 374-379.

Also seeOnline:

[R] probit,[R] dprobit,[R] biprobit,[R] probitpostestimation,[R] biprobit postestimation