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  • Normality Test

    Dear
    i am working on panel data. i apply mtvtest for normality, after apply this test the result show as below

    Test for multivariate normality

    Doornik-Hansen chi2(18) =72355.938 Prob>chi2 = 0.0000

    so what this result indicate. is it indicate the normality?

  • #2
    Imran (please, see FAQ #6 on how to re-registering according to the preferred standards of this forum. Thanks): in fact, the DH test rejects the null hypothesis of multivariate normality of your data.
    For more details on this topic, a good place to start is -help mvtest- and related entry in Stata 13.1 .pdf manual.
    Kind regards,
    Carlo
    (Stata 19.0)

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