Stata module to perform goodness-of-fit tests for multinomial data
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.
To install mgof from the SSC Archive, type
. ssc install mgof, replace
in Stata. Stata version 9.2 or newer is required. Furthermore, the moremata
package is required. To install moremata from the SSC Archive, type
. ssc install moremata, replace
Installation from GitHub:
. net install mgof, replace from(https://raw.githubusercontent.com/benjann/mgof/main/)
. net install moremata, replace from(https://raw.githubusercontent.com/benjann/moremata/master/)
Main changes:
07jul2008 (version 1.0.5)
- -nolabel- added to -proportion- call
14jan2008 (version 1.0.4)
- svy support added (Rao&Scott correction): -svy[()]- option
- pweights now allowed (-approx- method only) (Rao&Scott correction)
- -expected()- option
- does no longer break if input variable has noninteger values
- matrix() => error if varname, if, in, or weights specified
28jun2007 (version 1.0.0)
- published on SSC