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Re: st: ado coding help needed


From   "Scott Merryman" <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ado coding help needed
Date   Thu, 6 Mar 2008 08:02:39 -0600

On Thu, Mar 6, 2008 at 4:24 AM, Rajesh Tharyan <R.Tharyan@exeter.ac.uk> wrote:
<snip>
> I have two programs One to calculate the skewness adjusted t stats
> (rtskew.ado) and the other to do the bootstrap (skewt.ado)
>
> Could someone please tell me If I can do this with one program and how?
>
<snip>

What is Johnson(1978) and LBT(1999)?

You might want to take a look at -syntax-

Here is one way:

capture program drop skewt
program define skewt, rclass
syntax varlist, [bs saving(string) size(integer 1) reps(integer 100) replace *]
foreach var of varlist `varlist' {
capture confirm numeric variable `var'
	if _rc==0 {
		quietly sum `var',detail
		di ""
		di in gr _col(5)  "`var' stats from the sample"
		di ""
		di in gr _col(5) "N coefficient  = `=sqrt(r(N))'"
		di in gr _col(5) "S-coefficient  = `=r(mean)/r(sd)'"
		di in gr _col(5) "G-coefficient  = `r(skewness)'"
		di in gr _col(5) "Sample mean    = `r(mean)'"
		di ""
		local ratio = (`=sqrt(r(N))') * ((`=r(mean)/r(sd)') + ((1/3) *
(`r(skewness)') * ((`=r(mean)/r(sd)')^2)) ///
			+((1/(6*((`=sqrt(r(N))')^2)))* (`r(skewness)')))
		return scalar ratio_`var'=`ratio'
	}
	else {
		di as input "`var'" as text " is not a numeric variable skewness
adjusted t-statistic cannot be calculated."
	}

if "`bs'" == "bs" {
	if "`saving'" != "" {
		local saving `saving'_`var'
	}
	bootstrap r(ratio_`var'), saving("`saving'", `replace') reps(`reps')
size(`=int(_N/`size')') `options': rtskew `var'
	}
}
end


Example:
sysuse auto,clear
skewt weight
skewt mpg gear price, bs reps(10) size(2) nowarn nohead saving(bs) replace

Scott
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