help skprobit-------------------------------------------------------------------------------

Title

Performs Lagrange Multiplier Test for Normality for Probit model

Syntax

skprobitdepvarindepvars[if] [in]

Description

skprobitPerforms a Lagrange Multiplier Test for the Normality of the residuals of a Probit model of depvar on indepvars.

Citation

skprobitis not an official Stata command. The usual disclimers apply: all errors and imperfections in this package are mine and all comments are very welcome.

Return valuesScalars

r(N)Number of observations usedr(chi2_p)p value of the chi-squared statisticr(chi2)Chi-squared statistic

Examplessysuse auto

probit foreign weight mpg

skprobit foreign weight mpg

The result shows that the Ho (Normality) hypothesis of the residuals is rejected in this example. The residuals are not normal in this case.

webuse lbw

probit low age lwt race smoke ptl ht ui

skprobit low age lwt race smoke ptl ht ui

The result shows that the Ho (Normality) hypothesis of the residuals is not rejected in this example. Hence the residuals are normal in this case.

webuse union

probit union age grade not_smsa

skprobit union age grade not_smsa

The result shows that the Ho (Normality) hypothesis of the residuals is rejected in this example. The residuals are not normal in this case.

AuthorDiallo Ibrahima Amadou, zavren@gmail.com

Also seeOnline: help for

sktest