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Re: st: Skewness estimates with svyset data


From   "Richard Palmer-Jones" <richard.palmerjones@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Skewness estimates with svyset data
Date   Wed, 5 Nov 2008 09:48:28 +0000

Yes, I have been planning to use LMS method - basically adding the
adult parameters to the child hood ones given there. LMS needs
skewness - hence my interest. I am only interested in the adults older
that 25 (when both males and females have reached their full height)
so complicated smoothing is not necessary.

Yes, NHANES has heavy weighting which makes a considerable difference
to estimates (and false PSUs).

However, since the skewness reported by summarize is positive in
adults I am wondering whether a simpler procedure is to truncate the
parameter for valuies > 2.5sd, or to transform to logs, or some such
and work in them. Unfortunately ln(weight) is also skewed.


On Tue, Nov 4, 2008 at 7:31 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> My experience is the same: I don't see c.i.s used much for skewness. But
> that is a different point raised neither in Stas' original posting nor
> in my reply.
>
> Nick
> n.j.cox@durham.ac.uk
>
>
> Stas Kolenikov
>
> To Nick: yes, I've used skewness and kurtosis to test for normality a
> bunch of times (and there's a famous Mardia's multivariate
> generalization that I programmed up :)). But frankly I personally
> don't remember seeing confidence intervals on skewness anywhere at
> all. Estimation and testing are two related ways of looking at data
> with statistics, but with skewness and kurtosis you really estimate
> something to see that it is close enough to zero... and sometimes you
> don't even estimate a thing and go straight to the test statistic.
>
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