Tests for normality in linear panel data models

Autores
Alejo, Osvaldo Javier; Galvao, Antonio; Montes Rojas, Gabriel Victorio; Sosa Escudero, Walter
Año de publicación
2015
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewnessand excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa-rately or jointly. The tests are based on recent results by Galvao, Montes-Rojas, Sosa-Escudero and Wang (2013), and can be seen as extending theclassical Bera-Jarque normality test for the case of panel data.
Fil: Alejo, Osvaldo Javier. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Económicas. Departamento de Ciencias Económicas. Centro de Estudios Distributivos Laborales y Sociales; Argentina
Fil: Galvao, Antonio. The University of Iowa; Estados Unidos
Fil: Montes Rojas, Gabriel Victorio. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de San Andrés; Argentina
Fil: Sosa Escudero, Walter. Universidad de San Andrés; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Materia
xtsktest
Normality
Skewness
Kurtosis
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/99791
Acceder
id CONICETDig_44e16bc55457ff39898167e7925fe916
oai_identifier_str oai:ri.conicet.gov.ar:11336/99791
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Tests for normality in linear panel data modelsAlejo, Osvaldo JavierGalvao, AntonioMontes Rojas, Gabriel VictorioSosa Escudero, WalterxtsktestNormalitySkewnessKurtosishttps://purl.org/becyt/ford/5.2https://purl.org/becyt/ford/5A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewnessand excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa-rately or jointly. The tests are based on recent results by Galvao, Montes-Rojas, Sosa-Escudero and Wang (2013), and can be seen as extending theclassical Bera-Jarque normality test for the case of panel data.Fil: Alejo, Osvaldo Javier. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Económicas. Departamento de Ciencias Económicas. Centro de Estudios Distributivos Laborales y Sociales; ArgentinaFil: Galvao, Antonio. The University of Iowa; Estados UnidosFil: Montes Rojas, Gabriel Victorio. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de San Andrés; ArgentinaFil: Sosa Escudero, Walter. Universidad de San Andrés; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaStata Press2015-04info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/99791Alejo, Osvaldo Javier; Galvao, Antonio; Montes Rojas, Gabriel Victorio; Sosa Escudero, Walter; Tests for normality in linear panel data models; Stata Press; Stata Journal; 15; 3; 4-2015; 822-8321536-867XCONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.stata-journal.com/article.html?article=st0406info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-22T11:35:56Zoai:ri.conicet.gov.ar:11336/99791instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-22 11:35:56.784CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Tests for normality in linear panel data models
title Tests for normality in linear panel data models
spellingShingle Tests for normality in linear panel data models
Alejo, Osvaldo Javier
xtsktest
Normality
Skewness
Kurtosis
title_short Tests for normality in linear panel data models
title_full Tests for normality in linear panel data models
title_fullStr Tests for normality in linear panel data models
title_full_unstemmed Tests for normality in linear panel data models
title_sort Tests for normality in linear panel data models
dc.creator.none.fl_str_mv Alejo, Osvaldo Javier
Galvao, Antonio
Montes Rojas, Gabriel Victorio
Sosa Escudero, Walter
author Alejo, Osvaldo Javier
author_facet Alejo, Osvaldo Javier
Galvao, Antonio
Montes Rojas, Gabriel Victorio
Sosa Escudero, Walter
author_role author
author2 Galvao, Antonio
Montes Rojas, Gabriel Victorio
Sosa Escudero, Walter
author2_role author
author
author
dc.subject.none.fl_str_mv xtsktest
Normality
Skewness
Kurtosis
topic xtsktest
Normality
Skewness
Kurtosis
purl_subject.fl_str_mv https://purl.org/becyt/ford/5.2
https://purl.org/becyt/ford/5
dc.description.none.fl_txt_mv A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewnessand excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa-rately or jointly. The tests are based on recent results by Galvao, Montes-Rojas, Sosa-Escudero and Wang (2013), and can be seen as extending theclassical Bera-Jarque normality test for the case of panel data.
Fil: Alejo, Osvaldo Javier. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Económicas. Departamento de Ciencias Económicas. Centro de Estudios Distributivos Laborales y Sociales; Argentina
Fil: Galvao, Antonio. The University of Iowa; Estados Unidos
Fil: Montes Rojas, Gabriel Victorio. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de San Andrés; Argentina
Fil: Sosa Escudero, Walter. Universidad de San Andrés; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
description A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewnessand excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa-rately or jointly. The tests are based on recent results by Galvao, Montes-Rojas, Sosa-Escudero and Wang (2013), and can be seen as extending theclassical Bera-Jarque normality test for the case of panel data.
publishDate 2015
dc.date.none.fl_str_mv 2015-04
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/99791
Alejo, Osvaldo Javier; Galvao, Antonio; Montes Rojas, Gabriel Victorio; Sosa Escudero, Walter; Tests for normality in linear panel data models; Stata Press; Stata Journal; 15; 3; 4-2015; 822-832
1536-867X
CONICET Digital
CONICET
url http://hdl.handle.net/11336/99791
identifier_str_mv Alejo, Osvaldo Javier; Galvao, Antonio; Montes Rojas, Gabriel Victorio; Sosa Escudero, Walter; Tests for normality in linear panel data models; Stata Press; Stata Journal; 15; 3; 4-2015; 822-832
1536-867X
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://www.stata-journal.com/article.html?article=st0406
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Stata Press
publisher.none.fl_str_mv Stata Press
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1846781997348814848
score 12.982451

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