The chi-squared goodness-of-fit test for count-data models

In this article, we discuss the implementation of Andrews’s (1988a, Journal of Econometrics 37: 135–156; 1988b, Econometrica 56: 1419–1453) chi-squared goodness-of-fit test as a postestimation command. The new command chi2gof reports the test statistic, its degrees of freedom, and its p-value. chi2gof can be used after the poisson, nbreg, zip, and zinb commands.


Issue Date:
2014
Publication Type:
Journal Article
Record Identifier:
http://ageconsearch.umn.edu/record/267098
ISSN:
1536-8634
Language:
English
Published in:
Stata Journal, Volume 14, Number 4
Page range:
798-816

Record appears in:



 Record created 2018-01-24, last modified 2018-04-02

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