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help for ^nbgof^                                                   (STB-33: sg59)
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Neyman Barton GOF
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    ^nbgof^ varlist [^if^ exp] [^in^ exp]

Description
-----------

This program performs a Neyman-Barton Smooth goodness-of-fit test of order 2.
The test result is asymptotically distributed as chi-squared with 2 df.
This is used for testing of unformity (i.e., a uniform distribution).  The
test is valid for U(0,1) so if the data are outside this range they are
transformed to inside the range using a standard transformation (Stephens,
1986).

The output consists of four pieces of information for each variable:  (1) the
value of the test statistic; (2) it's p-value; (3) the value of U-bar, one of
the two components of the test statistic and also a test statistic; (4) the
value of S-squared, the other component of the test statistic, and also a test
statistic.  P-values are not given for U-bar and S-squared as I have been
unable to find a reasonable approximation to the tables given in Stephens.
(Each of these is asymptotically standard normal.)  The N-B test is equal to
the sum of the squared values of the component tests.

The data are expected to be in ungrouped form.  If they are grouped, use
STATA's @expand@ command.


Options
-------

No options other than ^if^ and ^in^ are allowed.


Examples
--------

The following uses the example given in Stephens (1986):

     . ^input u^

                  u
       1. .004
       2. .304
       3. .612
       4. .748
       5. .771
       6. .806
       7. .850
       8. .885
       9. .906
      10. .977
      11. end

     . ^nbgof u^

                 Neyman-Barton
     Variable   Smooth GOF Test   p-value        U-bar     S-squared
     ---------+------------------------------------------------------
     u        |  6.437            0.0400          2.041     1.507


References
----------

Stephens, MA (1986), "Tests for the Uniform Distribution," in _Goodness-of-Fit
Techniques_, ed. by RB D'Agostino and MA Stephens, New York: Marcel Dekker,
Inc.


Author
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    Richard Goldstein
    Qualitas, Inc.
    richgold@@netcom.com