The chi-squared goodness-of-fit test for count-data models
Miguel Manjón
QURE-CREIP Department of Economics
Rovira i Virgili University
Reus, Spain
[email protected]
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Oscar Martínez
QURE-CREIP Department of Economics
Rovira i Virgili University
Reus, Spain
[email protected]
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Abstract. 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.
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Miguel Manjón, Oscar Martínez
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chi2gof, Andrews's chi-squared goodness-of-fit test, m-tests, count-data models
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