Skewness-Kurtosis test for normality ------------------------------------ ^sktestdc^ varlist [^=^exp] [^if^ exp] [^in^ range] [^, noa^djust] For each variable in varlist, ^sktestdc^ presents a test for normality based on skewness and another based on kurtosis and then combines the two tests for an overall test statistic. ^=^exp, if specified, specifies the weight. Note: This is a variation on ^sktestd^ as described in STB-sg3. The test per- formed here is baed on "A Suggestion for Using Powerful and Informative Tests of Normality" by R. B. D'Agostino, A. Belanger, and R. B. D'Agostino, Jr., _American Statistician_, vol. 44 no. 4, pp. 316-321, but with an empirical adjustment to the overall chi-square statistic and its P value. The adjustment is not applied if the ^noadjust^ option is used. Example follows. Example ------- . ^sktestdc weight mpg^ Skewness/Kurtosis tests for Normality ------- joint ------- Variable | Pr(Skewness) Pr(Kurtosis) adj chi-sq(2) Pr(Chi-sq) ----------+-------------------------------------------------------- weight | 0.575 0.018 5.73 0.0570 mpg | 0.001 0.073 10.97 0.0041 . ^sktestdc weight mpg, noadjust^ Skewness/Kurtosis tests for Normality ------- joint ------- Variable | Pr(Skewness) Pr(Kurtosis) chi-sq(2) Pr(Chi-sq) ----------+-------------------------------------------------------- weight | 0.575 0.018 5.92 0.0519 mpg | 0.001 0.073 13.13 0.0014 Notice that the adjustment may reduce the joint chi-square statistic making it less significant than before (it has a higher P value).