5.3 Normal test
The normaltest command runs a selection of normal distribution tests
for specified variables, or entire datasets if no variables are listed.
For each test, the parameter value and p-value are stated. The tests
that are run are skewness, kurtosis, s-k (not adjusted), Jarque-Bera and Shapiro-Wilk.
Syntax:
normaltest <variable list> [if <condition>]
Example of a test for normal distribution for the variable innt19 (occupational income measured in 2019). P-values lower than 0.05 mean that the distribution is not normally distributed, and vice versa:
