st: new package asl_norm available from SSC

[Maarten Buis <maartenlbuis@gmail.com>]

Thanks to Kit Baum the new package asl_norm is now available from SSC.
To install it type in Stata  -ssc install asl_norm-.

asl_norm computes bootstrap estimates of the Achieved Significance
Levels (ASL) for a number of Gaussianity (normality) tests. This ASL
can be interpreted as a more robust estimate of the p-value and/or as
a simulation check of whether the chosen statistic is working well in
your sample, i.e. whether the ASL corresponds with the asymptotic
p-value.

Examples are given here: <http://www.maartenbuis.nl/software/asl_norm.html>.

I hope some of you will find this useful,
Maarten Buis

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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