J-B test检验

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在用Jarque-Bera test 检验样本统计分布的正态性时，有三组数据，怎么检验？具体命令是什么？谢谢

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关键词：test Est t检验 Jarque 统计分布 统计 样本

In Stata, Jarque-Bera test is only available after "vecnorm" and "varnorm", which are for time series data.
For univariate normality tests, there are sktest, swilk and sfrancia.

hplcdadong 发表于 2012-4-5 06:41
In Stata, Jarque-Bera test is only available after "vecnorm" and "varnorm", which are for time serie ...

恩，对，J-B test只是针对时间序列，那在STATA中的具体命令是什么呢？结果怎么判断呀？谢谢

先var，后用varnorm

The essence of the matter is that Jarque-Bera uses asymptotic results
regardless of sample size for a problem in which convergence to those
results is very slow. This approach is decades out of date and I am
surprised that StataCorp support the test without a warning. The
Doornik-Hansen test, for example, looks much more satisfactory. This
was added in Stata 11 after Jarque-Bera was added.

来源：https://www.stata.com/statalist/archive/2012-09/msg01013.html

hplcdadong 发表于 2012-4-5 06:41
In Stata, Jarque-Bera test is only available after "vecnorm" and "varnorm", which are for time serie ...

怎么就见得，JB只适用于time series data?我好像没见到这样的文献。求教一下。