help skprobit
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Title

     Performs Lagrange Multiplier Test for Normality for Probit model



Syntax

        skprobit depvar indepvars [if] [in]



Description

    skprobit Performs a Lagrange Multiplier Test for the Normality of the
    residuals of a Probit model of depvar on indepvars.



Citation

    skprobit is not an official Stata command. The usual disclimers apply:
    all errors and imperfections in this package are mine and all comments
    are very welcome.



Return values

   Scalars
       r(N)               Number of observations used
       r(chi2_p)          p value of the chi-squared statistic
       r(chi2)            Chi-squared statistic



Examples

    sysuse auto

    probit foreign weight mpg

    skprobit foreign weight mpg

    The result shows that the Ho (Normality) hypothesis of the residuals is
        rejected in this example. The residuals are not normal in this case.

    webuse lbw

    probit low age lwt race smoke ptl ht ui

    skprobit low age lwt race smoke ptl ht ui

    The result shows that the Ho (Normality) hypothesis of the residuals is
        not rejected in this example. Hence the residuals are normal in this
        case.

    webuse union

    probit union age grade not_smsa

    skprobit union age grade not_smsa

    The result shows that the Ho (Normality) hypothesis of the residuals is
        rejected in this example. The residuals are not normal in this case.



Author

    Diallo Ibrahima Amadou, zavren@gmail.com



Also see

    Online:  help for sktest