The Chen-Shapiro test for normality

Abstract

The Chen-Shapiro test for normality (Chen and Shapiro, 1995, Journal of Statistical Computation and Simulation 53: 269-288) has been shown in simulation studies to be generally slightly more powerful than the commonly used Shapiro-Wilk and Shapiro-Francia tests, implemented in Stata official commands swilk and sfrancia. I present the chens command, which performs the Chen-Shapiro test in Stata. © 2012 StataCorp LP.