{smcl} {* *! version 1.0.0 // A METTRE}{...} {cmd:help skprobit} {hline} {title:Title} {hi: Performs Lagrange Multiplier Test for Normality for Probit model} {title:Syntax} {p 8 17 2} {cmd:skprobit} {depvar} {indepvars} {ifin} {title:Description} {pstd} {cmd:skprobit} Performs a Lagrange Multiplier Test for the Normality of the residuals of a Probit model of depvar on indepvars. {title:Citation} {pstd} {hi: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. {title:Return values} {col 4}Scalars {col 8}{cmd:r(N)}{col 27}Number of observations used {col 8}{cmd:r(chi2_p)}{col 27}p value of the chi-squared statistic {col 8}{cmd:r(chi2)}{col 27}Chi-squared statistic {title:Examples} {p 4 8 2}{stata "sysuse auto"}{p_end} {p 4 8 2}{stata "probit foreign weight mpg"}{p_end} {p 4 8 2}{stata "skprobit foreign weight mpg"}{p_end} {p 4 8 2} The result shows that the Ho (Normality) hypothesis of the residuals is rejected in this example. The residuals are not normal in this case. {p 4 8 2}{stata "webuse lbw"}{p_end} {p 4 8 2}{stata "probit low age lwt race smoke ptl ht ui"}{p_end} {p 4 8 2}{stata "skprobit low age lwt race smoke ptl ht ui"}{p_end} {p 4 8 2} 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. {p 4 8 2}{stata "webuse union"}{p_end} {p 4 8 2}{stata "probit union age grade not_smsa"}{p_end} {p 4 8 2}{stata "skprobit union age grade not_smsa"}{p_end} {p 4 8 2} The result shows that the Ho (Normality) hypothesis of the residuals is rejected in this example. The residuals are not normal in this case. {title:Author} {p 4}Diallo Ibrahima Amadou, {browse "mailto:zavren@gmail.com":zavren@gmail.com} {p_end} {title:Also see} {psee} Online: help for {bf:{help sktest}} {p_end}