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Re: st: Jarque - Bera


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Jarque - Bera
Date   Tue, 1 Jul 2008 17:47:39 +0100 (BST)

--- "matteorolla84@libero.it" <matteorolla84@libero.it> wrote:
> in Stata can I use Jarque - Bera statistic? Are there other tests to
> prove the normality of a distribution?

Try typing -findit Jarque Bera-, also look at -help swilk-. Note that
these test can never prove normality: You can not prove a null
hypothesis (that the distribution is normally/Gaussian distributed),
you can only reject or fail to reject the null hypothesis. Also the
power of these tests tends to be rather low, and these test do not
yield any insights of what happend when you reject the null-hypothesis,
and thus does not help you correct this problem. For all these reasons
these tests are pretty useless, and you are much better of with
graphical apporaches, like -qnorm-, -pnorm-, and, if I am allowed to do
some shameless self-promotion, -hangroot-. The latter is downloadable
from -ssc-, type -ssc install hangroot-

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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