Dear Stata Users
Sorry for such a novice-level question.
I ran an ols regression with 15 estimators and 14831 observations. In
this process, 437 missing values were generated. Then I tested
normality of the residual using sktest and it returned following
output.
Variable | Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2
---------------------------------------------------------------------------------------------
ewhe | 0.000 0.000 . .
whereas, sktest with noadjust option returned the following output
Variable | Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2
---------------------------------------------------------------------------------------------
ewhe | 0.000 0.000 3693.33 0.0000
Where're the statistics of chi2 in the first instance? Does it mean
that sktest (without no adjust) is sensitive to the missing values?
Can I use jb test with 14000+ observations? If not than what other
"quantitative" tests are available?
(Or am I misinterpreting something?)
Thank you very much in advance
-Haider Hussain
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