Sas doesnt provide the doornikhansen test for bivariate normality. Abstract omninorm implements an omnibus test for normality proposed by doornik and hansen 1994, who find that the test has superior size and power properties when compared to many in the. The test works fine, but i would like to extract specific elements from the test, i. Stata module to compute ols non normality doornikhansen test. Stata module to compute ols non normality doornikhansen test, statistical software components s457836, boston college department of economics. I am testing for normality using the adjusted doornik hansen test in r. The doornik hansen test, for example, looks much more satisfactory. How to test normality assumption in ols regression in stata. The main premise of the jarquebera test is that skewness and kurtosis for samples from a gaussian normal themselves have sampling distributions that are gaussian. Stata module to compute ols non normality doornik hansen test emad shehata and sahra mickaiel statistical software components from boston college department of economics. Doornik and hansen 2008 proposed a simple multivariate. Abstract omninorm implements an omnibus test for normality proposed by doornik and hansen 1994, who find that the test has superior size and power properties when compared to many in the literature. Boston college department of economics, statistical software components. The doornikhansen test for multivariate normality doornik and hansen 2008 is based on the skewness and kurtosis of multivariate data that is transformed to insure independence.
In most of the statistical programs used, when implementing. The dh test is more powerful than the shapirowilk test for most tested multivariate distributions doornik and hansen 2008. This approach is decades out of date and i am surprised that statacorp support the test without a warning. An omnibus test for univariate and multivariate normality.