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ASL_NORM: Stata module computing bootstrap Gaussianity tests

Author

Listed:
  • Maarten L. Buis

    (University of Konstanz)

Programming Language

Stata

Abstract

asl_norm computes bootstrap estimates of the Achieved Significance Levels (ASL) for a number of Gaussianity (normality) tests. This ASL can be interpreted as a more robust estimate of the p-value and/or as a simulation check of whether the chosen statistic is working well in your sample, i.e. whether the ASL corresponds with the asymptotic p-value.

Suggested Citation

  • Maarten L. Buis, 2013. "ASL_NORM: Stata module computing bootstrap Gaussianity tests," Statistical Software Components S457648, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457648
    Note: This module should be installed from within Stata by typing "ssc install asl_norm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/asl_norm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/asl_norm.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/asl_norm_ex.ado
    File Function: program code
    Download Restriction: no
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