Box–Cox transform

• Can be applied to the left-hand side, right-hand side, or both
• Parameters can be the same or different
• Maximum likelihood
• Zero-skewness log

Power transforms

• Search for power transform that converts a variable into a normally distributed variable
• Graphical display of a power-transformed variable

See New in Stata 10 for more about what was added in Stata Release 10.

Tests of normality

• Shapiro–Wilk
• Shapiro–Francia
• Skewness and kurtosis test (D’Agostino, with and without Royston correction)