Re: [Gretl-users] Normality Tests
On Fri, 9 Nov 2007, Talha Yalta wrote:
I am using gretl to teach the intro. to econometrics class.
Gujarati's text along with other popular texts such as Hill,
Griffiths,Lim mentions the Jarque-Bera normality test. Iknow that Lee
Adkins' ebook offers a gretl script for this test, however, I was
wondering if this test could be implemented.
I suppose so, though the literature suggests that Doornik-Hansen,
which is what we have, is better.
If yes, I also wonder if it could be made available as an option
for the normality of the residuals under model tests. Is it
possible to also have an option to set the number of bins for
the chi^2 test here?
On the second question the answer is No, since it's not a "number
of bins" thing; see Doornik and Hansen (1994), referenced in the
bibliography to the Gretl Users' Guide.
http://www.doornik.com/research/normal2.pdf
Allin.