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

• Autores: Miguel Manjón, Oscar Martínez Ibáñez
• Localización: The Stata journal, ISSN 1536-867X, Vol. 14, Nº. 4, 2014, págs. 798-816
• Idioma: inglés
• DOI: 10.1177/1536867x1401400406
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• Resumen

  • 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.