English, Article edition: MGOF: Stata module to perform goodness-of-fit tests for multinomial data Ben Jann

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Bookmark: http://trove.nla.gov.au/version/102070
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  • code
Language
  • English

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Title
  • MGOF: Stata module to perform goodness-of-fit tests for multinomial data
Author
  • Ben Jann
Physical Description
  • code
Notes
  • mgof computes goodness-of-fit tests for the distribution of a discrete (categorical, multinomial) variable. The default is to perform classical large sample chi-squared approximation tests based on Pearson's X2 statistic and the log likelihood ratio (G2) statistic or a statistic from the Cressie-Read family. Alternatively, mgof computes exact tests using Monte Carlo methods or exhaustive enumeration. A Kolmogorov-Smirnov test for discrete data is also provided. The moremata package, also available from SSC, is required.
  • multinomial, goodness of fit, Chi-squared, Kolmogorov-Smirnov
  • RePEc:boc:bocode:s456854
Language
  • English
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