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The Chen–Shapiro Test for Normality

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.