help: lmnadnl dialog:

Title

lmnadnl: NLS Non Normality Anderson-Darling Test

Table of Contents

Syntax

Options

Description

Saved Results

References

*** Examples

Authors

Syntax

lmnadnl depvar [if] [in] [weight] , fun(expression)

[ initial(init_val) variables(varlist) vce(vcetype ]

Options

depvar Dependent Variable

variables(varlist) Independent Variables in model

initial(init_val) Parameters (initial) Starting Values

fun(expression) RHS Mathematical Expression

SE/Robust
vce(vcetype) vcetype
may be gnr, robust, cluster clustvar,
bootstrap, jackknife, hac kernel, hc2, or
hc3

Description

lmnadnl computes Non Linear Least Squares Non Normality Anderson-Darling Test.

Ho: Normality - Ha: Non Normality
- Anderson-Darling Z Test

Saved Results

lmnadnl saves the following in e():

e(lmnad) Anderson-Darling Z Test
e(lmnadp) Anderson-Darling Z Test P-Value

References

Anderson T.W., Darling D.A. (1954)
"A Test of Goodness of Fit",
Journal of the American Statisical Association, 49; 765–69.

William E. Griffiths, R. Carter Hill and George G. Judge (1993)
"Learning and Practicing Econometrics",
John Wiley & Sons, Inc., New York, USA; 721-725.

Examples

clear all

sysuse lmnadnl.dta , clear

gen ly=ln(y)

lmnadnl ly , fun({B0}+{B1}*k+{B2}*l)

lmnadnl ly, fun({B}-({H}/{R})*ln({D}*l^(-{R})+(1-{D})*k^(-{R}))) in(B 1 H 1 R 1 D 0.5)

. clear all
. sysuse lmnadnl.dta , clear
. gen ly=ln(y)
. lmnadnl ly, fun({B}-({H}/{R})*ln({D}*l^(-{R})+(1-{D})*k^(-{R}))) in(B 1 H 1 R 1 D 0.5)

Source | SS df MS
-------------+------------------------------ Number of obs = 30
Model | 59.529144 3 19.843048 R-squared = 0.9713
Residual | 1.7610762 26 .0677337 Adj R-squared = 0.9680
-------------+------------------------------ Root MSE = .260257
Total | 61.2902202 29 2.11345587 Res. dev. = .0781436

------------------------------------------------------------------------------
ly | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
/B | .1244908 .0783444 1.59 0.124 -.0365483 .28553
/H | 1.012594 .0506832 19.98 0.000 .9084134 1.116775
/R | 3.010934 2.323389 1.30 0.206 -1.764861 7.786728
/D | .3366735 .1361129 2.47 0.020 .0568895 .6164575
------------------------------------------------------------------------------
Parameter B taken as constant term in model & ANOVA table

==============================================================================
*** NLS Non Normality Anderson-Darling Test
==============================================================================
Ho: Normality - Ha: Non Normality
------------------------------------------------------------------------------
- Anderson-Darling Z Test = 0.4977 P > Z( 0.791) 0.7856
------------------------------------------------------------------------------

Authors

- Emad Abd Elmessih Shehata
Professor (PhD Economics)
Agricultural Research Center - Agricultural Economics Research Institute - Egypt
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

- Sahra Khaleel A. Mickaiel
Professor (PhD Economics)
Cairo University - Faculty of Agriculture - Department of Economics - Egypt
Email: sahra_atta@hotmail.com
WebPage: http://sahraecon.110mb.com/stata.htm
WebPage at IDEAS: http://ideas.repec.org/f/pmi520.html
WebPage at EconPapers: http://econpapers.repec.org/RAS/pmi520.htm

LMNADNL Citation

Shehata, Emad Abd Elmessih & Sahra Khaleel A. Mickaiel (2015)

LMNADNL: "Stata Module to Compute NLS Non Normality Anderson-Darling Test"

Online Help:

* Non Normality Tests:

* (1) (OLS) * Ordinary Least Squares Tests:
lmnreg OLS Non Normality Tests
lmnad OLS Non Normality Anderson-Darling Test
lmndh OLS Non Normality Doornik-Hansen Test
lmndp OLS Non Normality D'Agostino-Pearson Test
lmngry OLS Non Normality Geary Runs Test
lmnjb OLS Non Normality Jarque-Bera Test
lmnwhite OLS Non Normality White Test
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* (2) (NLS) * Non Linear Least Squares Tests:
lmnnls NLS Non Normality Tests
lmnadnl NLS Non Normality Anderson-Darling Test
lmndhnl NLS Non Normality Doornik-Hansen Test
lmndpnl NLS Non Normality D'Agostino-Pearson Test
lmngrynl NLS Non Normality Geary Runs Test
lmnjbnl NLS Non Normality Jarque-Bera Test
lmnwhitenl NLS Non Normality White Test
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* (3) (MLE) * Maximum Likelihood Estimation Tests:
lmnmle MLE Non Normality Tests
lmnadml MLE Non Normality Anderson-Darling Test
lmndhml MLE Non Normality Doornik-Hansen Test
lmndpml MLE Non Normality D'Agostino-Pearson Test
lmngryml MLE Non Normality Geary Runs Test
lmnjbml MLE Non Normality Jarque-Bera Test
lmnwhiteml MLE Non Normality White Test
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* (4) (2SLS-IV) * Two-Stage Least Squares & Instrumental Variables Tests:
lmnreg2 2SLS-IV Non Normality Tests
lmnad2 2SLS-IV Non Normality Anderson-Darling Test
lmndh2 2SLS-IV Non Normality Doornik-Hansen Test
lmndp2 2SLS-IV Non Normality D'Agostino-Pearson Test
lmngry2 2SLS-IV Non Normality Geary Runs Test
lmnjb2 2SLS-IV Jarque-Bera LM Non Normality Test
lmnwhite2 2SLS-IV White IM Non Normality Test
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* (5) Panel Data Tests:
lmnxt Panel Data Non Normality Tests
lmnadxt Panel Data Non Normality Anderson-Darling Test
lmndhxt Panel Data Non Normality Doornik-Hansen Test
lmndpxt Panel Data Non Normality D'Agostino-Pearson Test
lmngryxt Panel Data Non Normality Geary Runs Test
lmnjbxt Panel Data Non Normality Jarque-Bera Test
lmnwhitext Panel Data Non Normality White Test
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* (6) (3SLS-SUR) * Simultaneous Equations Tests:
lmareg3 (3SLS-SUR) Overall System Autocorrelation Tests
lmhreg3 (3SLS-SUR) Overall System Heteroscedasticity Tests
lmnreg3 (3SLS-SUR) Overall System Non Normality Tests
lmcovreg3 (3SLS-SUR) Breusch-Pagan Diagonal Covariance Matrix
r2reg3 (3SLS-SUR) Overall System R2, F-Test, and Chi2-Test
diagreg3 (3SLS-SUR) Overall System ModeL Selection Diagnostic Criteria
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* (7) (SEM-FIML) * Structural Equation Modeling Tests:
lmasem (SEM-FIML) Overall System Autocorrelation Tests
lmhsem (SEM-FIML) Overall System Heteroscedasticity Tests
lmnsem (SEM-FIML) Overall System Non Normality Tests
lmcovsem (SEM-FIML) Breusch-Pagan Diagonal Covariance Matrix Test
r2sem (SEM-FIML) Overall System R2, F-Test, and Chi2-Test
diagsem (SEM-FIML) Overall System ModeL Selection Diagnostic Criteria
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* (8) (NL-SUR) * Non Linear Seemingly Unrelated Regression Tests:
lmanlsur (NL-SUR) Overall System Autocorrelation Tests
lmhnlsur (NL-SUR) Overall System Heteroscedasticity Tests
lmnnlsur (NL-SUR) Overall System Non Normality Tests
lmcovnlsur (NL-SUR) Breusch-Pagan Diagonal Covariance Matrix Test
r2nlsur (NL-SUR) Overall System R2, F-Test, and Chi2-Test
diagnlsur (NL-SUR) Overall System ModeL Selection Diagnostic Criteria
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* (9) (VAR) * Vector Autoregressive Model Tests:
lmavar (VAR) Overall System Autocorrelation Tests
lmhvar (VAR) Overall System Heteroscedasticity Tests
lmnvar (VAR) Overall System Non Normality Tests
lmcovvar (VAR) Breusch-Pagan Diagonal Covariance Matrix Test
r2var (VAR) Overall System R2, F-Test, and Chi2-Test
diagvar (VAR) Overall System ModeL Selection Diagnostic Criteria
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