JBtest: JBtest

In PooledMeanGroup: Pooled Mean Group Estimation of Dynamic Heterogenous Panels

Description

Tests for normality

Usage

JBtest(residuals)

Arguments

residuals

residuals for group i

Details

Calculates chi-squared statistic with a prob

Value

Chi-squared statistic with a prob

Author(s)

Lech Kujawski, Piotr Zientara

Examples

# creating artificial variables
x1=rnorm(30,0,1)
x2=rnorm(30,0,1)
e=rnorm(30,0,0.2)
y=1+2*x1+3*x2+e
# any model
model=lm(y~x1+x2)
#JBtest
ExpJBtest=JBtest(residuals=resid(model))
ExpJBtest

PooledMeanGroup documentation built on May 2, 2019, 12:40 p.m.