How to test Data Normality
In Normality Test, the hypothesizes are: H0: The data is normally distributed . H1: The data is not normally distributed. If low p-value (less than 0.05 ): Rejecting the null hypothesis = Data significantly deviates from a normal distribution = Data does not follow a normal distribution. If high p-value (greater than 0.05): Do not reject the null hypothesis = Data to be normally distributed . Comment: If the data is not normally distributed, parameters, such as means, variances, and regression coefficients, may be biased or inaccurate , affecting the validity of the conclusions. In STATA, to test the normality, Input the following command: sktest Variable(s) (You can also include several variables in the same command) or, histogram variable, normal