*! Jarque-Bera normality test * Orignally written by Gregorio Impavido * GI gimpavido@worldbank.or * Formula and code slightly modified by J. Sky David * See C.M. Jarque and A.K. Bera. 1987. "A Test for Normality * of Observations and Regression Residuals." International * Statistical Review 55:163-172.; * In Gujarati 1995 Basic Econometrics pp. 143-144 * there was an error found on the sixth line of the code. * some parentheses were missing on that line. * the problem was corrected (9-12-00). program define jb version 5.0 local varlist "required existing max(1)" parse "`*'" qui summ `varlist', det local JB = (_result(1)/6)*((_result(14)^2)+[(1/4)*(_result(15)-3)^2]) local JBsig = chiprob(2, `JB') noi di in gr "Jarque-Bera normality test: " /* */in ye %6.5g `JB' , in gr /* */ "Chi(" in ye "2" in gr ")" , in ye %6.5g (`JBsig') noi di in gr "Jarque-Bera test for Ho: normality: end exit