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  • How to get chisquare value for Jarque Bera Test

    hello,

    i have two questions;

    Question: 1

    When i try to run Jarque Bera Test I used this command

    jb ln_mCij

    Then the results i got are :

    Jarque-Bera normality test: 5.8e+06 Chi(2) 0
    Jarque-Bera test for Ho: normality:

    I also also used the code

    display "Jarque-Bera Statistic = " jb, then i get
    Jarque-Bera Statistic = 5756484.2
    • Actually I want to know how to get the chisquare value, that i can predict whether it is normally distributed or not.
    • How can i see the results of all variables in one table form
    Question 2.

    To get descriptive statistics, I used the code

    univar Manuf Public ln_mCij ln_wCij ln_Oi ln_Dj ln_HouseP HigherE

    This gives the mean, standard.D, maximum minimum. I also want the values of median. how i can add in it

  • #2
    jb is a program from SSC, as you are asked to explain.

    The Jarque-Bera test is an awful, awful test, based on using asymptotic standard errors for statistics which converge very, very slowly as sample size increases. That's a bad idea.

    If you must use such a test, consider e.g. Doornik-Hansen test from mvtest normality

    On the other question, use tabstat

    Comment


    • #3
      Thank you so much. It means a lot to me

      Comment

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