help scoregof
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Title

    scoregof -- Score test of normality for probit and bivariate probit

Syntax

    scoregof [, bootstrap(#)]

Description

    scoregof is a postestimation command for probit, dprobit, and biprobit.
    It computes a goodness-of-fit score test.

Option

    bootstrap(#) computes the p-value by bootstrapping the test using the
        specified number of bootstrap replications.  If this option is not
        specified, p-values are computed using an asymptotic chi-squared
        distribution.

Remarks

    scoregof cannot be used if probit, dprobit, or biprobit was called with
    any of the following options:  partial, offset, constraints.

    After biprobit, the test still works if one of the left-hand-side
    variables appears on the right side of the other equation.

    The test is performed on the estimation sample.

Saved results

    scoregof saves the following in r():

    Scalars             
      r(scorestat)             test statistic
      r(p)                     p-value

References

    Chiburis, R. C. (2009). "Score tests of normality in bivariate probit
        models: Comment and implementation," Working paper, University of
        Texas at Austin.

    Murphy, A. (2007). "Score tests of normality in bivariate probit models,"
        Economics Letters 95(3): 374-379.

Also see

    Online:  [R] probit, [R] dprobit, [R] biprobit, [R] probit
             postestimation, [R] biprobit postestimation