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Re: st: Skewness and kurtosis


From   Matt Spittal <Matt.Spittal@cancervic.org.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Skewness and kurtosis
Date   Tue, 17 Mar 2009 11:24:53 +1100

Dear Ari,

I presume that you are referring to the formulas using the -summarize-
command.  These are given in the manual [R] Q-Z on page 371 for Stata 10.
Briefly, if

m_r = /frac{1}{n} /sum_{i = 1}^n w_i (x_i - /bar{x})^r

then the coefficient of skewness is m_3 m_2 ^{-3/2} and the coefficient of
kurtosis is m_4 m_2 ^{-2}.

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



On 17/3/09 10:52 AM, "Ari Samaranayaka" <ari.samaranayaka@ipru.otago.ac.nz>
wrote:

> Dear statalist,
> Can someone tell me the exact formulas used by Stata to calculate
> skewness and kurtosis. This question is because several types of
> skewness and kurtosis are defined in literature, and the terminology and
> notation are not consistent.
> Thanks
> Ari

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