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Re: st: strange values skewness and standard deviation


From   "Eva Poen" <eva.poen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: strange values skewness and standard deviation
Date   Tue, 30 Sep 2008 12:46:28 +0100

Fabian,

it is very unlikely there is a mistake in the Stata egen() functions.
Skewness and standard deviation are also reported by -summarize price,
detail-. Compare your results with this. If they differ, there must be
a mistake somewhere in your code. Paste the exact commands you used,
and we may be able to help.

HTH,
Eva


2008/9/30 Fabian Brenner <Fabian.Brenner@gmx.de>:
> Dear all:
>
> I used egen skp=skew(price) and egen stp=std(price) to get the standard deviation and the skewness of variable "price" (stock prices).
>
> Since the results are quite strange (eg. skewness = 102)  I wounder whether there is a mistake in the commands.
>
> Perhaps someone can confirm both commands or tell me what might be wrong.
>
> Thanks,
> Fabian
> --
> Psssst! Schon vom neuen GMX MultiMessenger gehört? Der kann`s mit allen: http://www.gmx.net/de/go/multimessenger

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