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Re: st: Skewness estimates with svyset data


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Skewness estimates with svyset data
Date   Mon, 3 Nov 2008 10:03:41 -0500

On 11/3/08, Richard Palmer-Jones <richard.palmerjones@gmail.com> wrote:
>  I hope this is not a stupid question, but how can I get skewness
>  estimates from svyset data? If it is, please enlighten me.

If you want to eye-ball it, you can run just the regular -summarize
[fw=], d-, and keep your fingers crossed that the algebra is the same
with -fw- and -pw-. A better way would be to create the necessary
moments of your variables, and make that nonlinear skewness formula
out of them:

g x2 = x*x
g x3 = x*x
svy: means x x2 x3
nlcom (x3-3*x2*x+2*x)/(x2-x*x)^3/2

or whatever the proper -nlcom- syntax is. I bet you've never seen
standard errors on skewness coefficient in your life :))

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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