The chi-squared goodness-of-fit test for count-data models. 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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  1. Andrews, Donald W. K.: Chi-square diagnostic tests for econometric models: Theory (1988)