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st: RE: ado coding help needed

From   "Nick Cox" <>
To   <>
Subject   st: RE: ado coding help needed
Date   Thu, 6 Mar 2008 15:53:44 -0000

Not your question, but is this kind of ad hoc procedure any longer the
state of the art? 
Evidence of present popularity is not to me convincing on that point. 

If you start from the fact that (e.g.) 

. ttest mpg, by(foreign) 

corresponds to 

. regress mpg foreign

that leads to other possibilities such as 

. glm mpg foreign, link(log)

. glm mpg foreign, f(gamma)

And so forth. Bootstrapping is also readily to hand. 


Rajesh Tharyan

Following the recent discussion on the bootstrapped skewness adjusted t
statistic. This is my attempt at a program to implement this. The
ado calculates the skewness adjusted t statistic based on Johnson(1978)
made very popular in finance area by LBT(1999). As I mentioned in an
post  there is an ado called Johnson which implements this test. But
the skewnesss adjusted t stat values are different when I use that
I have double checked the calculation for this  by manually calculating
skewness adjusted t-stats.

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