*! version 1.0.0 // A METTRE
help skprobit

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