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st: RE: Descriptive statistics and normality tests


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Descriptive statistics and normality tests
Date   Tue, 21 Sep 2004 15:23:02 +0100

You will need to do some programming, 
I believe. 

The other day I wrote a -moments- for my 
own use. This may look quite redundant 
given -tabstat- but it has more deliberate 
defaults and better controls on format 
than -tabstat- _for this particular purpose_. 
You'd need to add in a call to -sktest-. 

That said, -sktest- is yet another 
example of something often used automatically 
when thought is generally preferable. As often 
pointed out on this list, it may easily produce
low P-values even when the degree of non-normality is 
trivial practically. It does what it is 
designed to do, of course, which is part 
of the problem. 

Nick 
n.j.cox@durham.ac.uk 

*! 1.0.0 NJC 13 September 2004
program moments, byable(recall)   
        version 8.0
        syntax [varlist(numeric)] [if] [in] /// 
        [, Matname(str) Format(str) ALLobs * ]
	
        local nvars : word count `varlist'

        if `nvars' > _N {
                preserve 
                qui set obs `nvars'
        }

	if "`allobs'" != "" marksample touse, novarlist 
	else marksample touse 

        tempvar a group id n mean SD skewness kurtosis which
        tempname mylbl 

        qui {
                gen long `which' = _n
                compress `which'
                
		gen `n' = "" 
		label var `n' "n" 
		
		foreach s in mean SD skewness kurtosis { 
			gen ``s'' = . 
                	label var ``s'' "`s'"
		} 	
        }

        if "`matname'" != ""  mat `matname' = J(`nvars',5,0) 

        local I = 1
        qui foreach v of local varlist {
                su `v' if `touse', detail 
		
                replace `n' = string(r(N)) in `I'
                replace `mean' = r(mean) in `I'
                replace `SD' = r(sd) in `I'
                replace `skewness' = r(skewness) in `I'
                replace `kurtosis' = r(kurtosis) in `I'

                if "`matname'" != "" {
			mat `matname'[`I',1] = r(N)
			mat `matname'[`I',2] = r(mean)
			mat `matname'[`I',3] = r(sd) 
			mat `matname'[`I',4] = r(skewness)
			mat `matname'[`I',5] = r(kurtosis) 
                }

                label def `mylbl' `I' "`v'", modify

                local `I++' 
	}

        if "`matname'" != "" {
                mat colnames `matname' = n mean SD skewness kurtosis
                mat rownames `matname' = `varlist' 
        }

        label val `which' `mylbl'
	if "`allobs'" != "" label var `which' "Variable" 
        else label var `which' "n = `r(N)'"

        local fmt "format(%9.3f)"
	if "`format'" != "" { 
		tokenize `format' 
		
		if "`4'" != "" { 
			tempvar skurtosis 
			gen `skurtosis' = string(`kurtosis', "`4'") 
			label var `skurtosis' "kurtosis" 
			local kurtosis "`skurtosis'" 
		} 	
		
		if "`3'" != "" { 
			tempvar sskewness 
			gen `sskewness' = string(`skewness', "`3'") 
			label var `sskewness' "skewness" 
			local skewness "`skewness'" 
		} 	
		
		if "`2'" != "" { 
			tempvar sSD 
			gen `sSD' = string(`SD', "`2'") 
			label var `sSD' "SD" 
			local SD "`sSD'" 
		} 
		
		tempvar smean 
		gen `smean' = string(`mean', "`1'") 
		label var `smean' "mean" 
		local mean "`smean'" 
	} 	
		
	if "`allobs'" != "" local shown "`n'" 
        
        tabdisp `which' if `which' < `I', ///
        c(`shown' `mean' `SD' `skewness' `kurtosis') `options' `fmt'
       
end

Herve STOLOWY
 
> Is there an easy way to display in the same table a few 
> summary statistics with a normality test for each variable? I 
> know how to do separately (with tabstat and sktest) but have 
> some difficulties to get it automatically in the same table.

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