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RE: st: qnorm


From   amir gahremanpour <gamirali@hotmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   RE: st: qnorm
Date   Sun, 4 Mar 2012 21:26:11 -0600

Nick,

In one of my lectures about distributions, I was taught that in QQ-plot all points should be within z=+/-2 !, If we have such a definition we should be able 
to calculate p-value for QQ plot, right? visual assessment of qqplot is very subjective !

Is that possible to create QQ plot in stata for multivariate normality  (like in R), for example using "mvtest normality" (default is dhansen test).

thanks so much

Amir  




> Date: Sun, 4 Mar 2012 08:36:04 +0000
> Subject: Re: st: qnorm
> From: njcoxstata@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> -qnorm- is just a graphical comparison; there is no associated
> P-value. There are various tests for more formal comparisons. If only
> allowed -qnorm- or a test, I would always choose -qnorm-.
>
> Which multivariate normality test and what kind of graph do you have in mind?
>
> Nick
>
> On Sun, Mar 4, 2012 at 3:45 AM, amir gahremanpour <gamirali@hotmail.com> wrote:
>
> > I appreciate it if someone can teach me how to get p-value for qnorm and how to generate graph for multivariate normality test.
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