In Stata, how do I test the normality of a variable?
In Stata, you can test normality by either graphical or numerical methods. The former include drawing a stem-and-leaf plot, scatterplot, box-plot, histogram, probability-probability (P-P) plot, and quantile-quantile (Q-Q) plot. The latter involve computing the Shapiro-Wilk, Shapiro-Francia, and Skewness/Kurtosis tests.
The examples below are for the variable
Be aware that in these tests, the null hypothesis states that the variable is normally distributed.
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Last modified on October 18, 2012.