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st: new package asl_norm available from SSC
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
st: new package asl_norm available from SSC
Date
Fri, 17 May 2013 16:43:50 +0200
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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