*! version 1.0.0 28oct2009
help scoregof

Title

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

Syntax

scoregof [, bootstrap(#)]

Description

scoregof is a postestimation command for probit, dprobit,
and biprobit. It computes a goodness-of-fit score test.

Option

bootstrap(#) computes the p-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

scoregof cannot be used if probit, dprobit,
or biprobit was 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

scoregof saves the following in r():

Scalars

r(scorestat) test statistic

r(p) p-value

References

Chiburis, 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 Letters 95(3): 374-379.

Also see

Online: [R] probit, [R] dprobit, [R] biprobit,
[R] probit postestimation,
[R] biprobit postestimation

Richard Chiburis 10/28/2009