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help: lmngr                                                        dialog: lmng
> r
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        +-------+
    ----+ Title +------------------------------------------------------------

 lmngr: Geary Non Normality Lagrange Multiplier Runs Test

        +--------+
    ----+ Syntax +-----------------------------------------------------------

        lmngr depvar indepvars [if] [in] [weight] , [ noconstant vce(vcetype)
                ]
 

        +---------+
    ----+ Options +----------------------------------------------------------

      noconstant          suppress constant term

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


        +-------------+
    ----+ Description +------------------------------------------------------

  lmngr computes Geary Lagrange Multiplier non normality runs test for OLS
  residuals after regress command.

  Ho: Error has normality distribution.
  Ha: Error has non normality distribution.

  Geary LM test has degrees of freedom with chi2 at 2 DF (5.99).


        +---------------+
    ----+ Saved Results +----------------------------------------------------

    lmngr saves the following in r():

    Scalars
      r(lmn)    Geary LM Test
      r(df)     Chi2 degrees of freedom
      r(p)      P-Value significance


        +---------+
    ----+ Example +----------------------------------------------------------

        clear all

        sysuse lmngr.dta, clear

        lmngr y x1 x2

        return list

        db lmngr


        +------------+
    ----+ References +-------------------------------------------------------

    Damodar Gujarati (1995) "Basic Econometrics" 3rd Edition, McGraw Hill,
        New York, USA; 419-420.

    Geary R.C. (1947) "Testing for Normality" Biometrika, Vol. 34; 209-242.

    Geary R.C. (1970) "Relative Efficiency of Count of Sign Changes for
        Assessing Residuals Autoregression in Least Squares Regression"
        Biometrika, Vol. 57; 123-127.


        +--------+
    ----+ Author +-----------------------------------------------------------

  Emad Abd Elmessih Shehata
  Assistant Professor
  Agricultural Research Center - Agricultural Economics Research Institute - Eg
> ypt
  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


        +----------------+
    ----+ lmngr Citation +---------------------------------------------------

    Shehata, Emad Abd Elmessih (2011)
    "lmngr: Stata Module to Compute Geary Non Normality Lagrange Multiplier
        Runs Test"

        http://ideas.repec.org/c/boc/bocode/s457349.html

        http://econpapers.repec.org/software/bocbocode/s457349.htm