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st: RE: RE: rowskew?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: rowskew?
Date   Tue, 14 Oct 2008 09:11:00 +0200

Would it also be possible to -xpose,clear- and then to calculate the
skewness and kurtosis for the former rows, now columns with -summarize-?
Admittedly a little quick and dirty...


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Matt Spittal
Sent: Tuesday, October 14, 2008 5:22 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: rowskew?

jeheyman,

You can use the moments about the mean to calculate skew and kurtosis for a
row of variables.  Imagine that you want to do this for the variables
weight, length and price from the auto dataset.  
 
	sysuse auto, clear

	// get mean and N
	egen rowmean = rowmean(weight length price)
	egen rowN = rownonmiss(weight length price)

	// calculate 2, 3, and 4th moments about the mean
	gen m2 = 1/rowN * ((weight - rowmean)^2 + (length - rowmean)^2 +
(price - rowmean)^2)
	gen m3 = 1/rowN * ((weight - rowmean)^3 + (length - rowmean)^3 +
(price - rowmean)^3) 
	gen m4 = 1/rowN * ((weight - rowmean)^4 + (length - rowmean)^4 +
(price - rowmean)^4)

	// calculate skew and kurtosis
	gen rowskew = m3*m2^(-3/2)
	gen rowkurt = m4*m2^(-2)

	list weight length price rowskew rowkurt in 1/10

-- Matt
matt.spittal@cancervic.org.au	

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of jeheyman
Sent: Tuesday, 14 October 2008 12:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: rowskew?


Is it possible to calculate essentially a rowskew and rowkurtosis in  
the same way that egen calculates rowmean?

For each observation I have 18 variables and I need, obviously, the  
three distribution measures.  Mean is trivial but the other two are  
proving elusive. I feel like I'm overlooking something obvious and  
posting seemed to be better than continuing to bang my head against  
the wall.

Thanks.


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