{smcl} {hline} {cmd:help: {helpb lmnjb}}{space 55} {cmd:dialog:} {bf:{dialog lmnjb}} {hline} {bf:{err:{dlgtab:Title}}} {bf: lmnjb: Jarque-Bera Non Normality Lagrange Multiplier Test} {bf:{err:{dlgtab:Syntax}}} {p 8 16 2} {opt lmnjb} {depvar} {indepvars} {ifin} {weight} , [ {opt nocons:tant} {opth vce(vcetype)} ]{p_end} {bf:{err:{dlgtab:Options}}} {synoptset 20 tabbed}{...} {synopt :{opt nocons:tant}}suppress constant term{p_end} {syntab:SE/Robust} {synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt ols}, {opt r:obust}, {opt cl:uster} {it:clustvar}, {opt boot:strap}, {opt jack:knife}, {opt hc2}, or {opt hc3}{p_end} {bf:{err:{dlgtab:Description}}} {p 2 2 2} lmnjb computes Lagrange Multiplier Jarque-Bera normality test for OLS residuals after {helpb regress} command.{p_end} {p 2 2 2} Ho: Error has normality distribution.{p_end} {p 2 2 2} Ha: Error has non normality distribution.{p_end} {p 2 2 2} LM Jarque-Bera test has degrees of freedom with chi2 at 2 DF (5.99).{p_end} {bf:{err:{dlgtab:Saved Results}}} {pstd} {cmd:lmnjb} saves the following in {cmd:r()}: {synoptset 10 tabbed}{...} {p2col 5 10 10 2: Scalars}{p_end} {synopt:{cmd:r(lmn)}}LM Jarque-Bera Normality Test{p_end} {synopt:{cmd:r(df)}}Chi2 degrees of freedom{p_end} {synopt:{cmd:r(p)}}P-Value significance{p_end} {bf:{err:{dlgtab:Example}}} {stata clear all} {stata sysuse lmnjb.dta, clear} {stata lmnjb y x1 x2} {stata return list} {stata db lmnjb} {bf:{err:{dlgtab:References}}} {p 4 8 2}C.M. Jarque and A.K. Bera (1987) {cmd: "A Test for Normality of Observations and Regression Residuals"} {it:International Statistical Review, Vol. 55}; 163-172. {bf:{err:{dlgtab:Author}}} {hi:Emad Abd Elmessih Shehata} {hi:Assistant Professor} {hi:Agricultural Research Center - Agricultural Economics Research Institute - Egypt} {hi:Email: {browse "mailto:emadstat@hotmail.com":emadstat@hotmail.com}} {hi:WebPage:{col 27}{browse "http://emadstat.110mb.com/stata.htm"}} {hi:WebPage at IDEAS:{col 27}{browse "http://ideas.repec.org/f/psh494.html"}} {hi:WebPage at EconPapers:{col 27}{browse "http://econpapers.repec.org/RAS/psh494.htm"}} {bf:{err:{dlgtab:lmnjb Citation}}} {phang}Shehata, Emad Abd Elmessih (2011){p_end} {phang}{cmd: "lmnjb: Stata Module to Compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test"}{p_end} {browse "http://ideas.repec.org/c/boc/bocode/s457319.html"} {browse "http://econpapers.repec.org/software/bocbocode/S457319.htm"} {psee} {p_end}