Grocer Function
NAME
doornhans - Doornik and Hansen normality test
CALLING SEQUENCE
[rdoornhans]=doornhans(res,np)
PARAMETERS
Input
-
res = a result tlist
-
np= the string 'noprint' if the user doesn't want to print the results of the test
Output
-
rdoornhans= a typed list with :
- rdoornhans('meth') = 'doornhans'
- rdoornhans('r1st') = results of the first step regression (allows the "tracability" of the results)
- rdoornhans('chistat') = the value of the chi2 statistics
- rdoornhans('chi_pvalue') = the corresponding p-value
- rdoornhans('chi_df') = the corresponding degrees of freedom
DESCRIPTION
Computes "omnibus" normality test (see J. Doornik and H. Hansen (1994) : "A practical test for univariate and multivariate normality", Discussion Paper, Nuffield College). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.
EXAMPLE
doornhans(rols)
This example is taken from hendryericsson.
AUTHOR
Eric Dubois 2002