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Re: st: Skewness and kurtosis


From   Ari Samaranayaka <ari.samaranayaka@ipru.otago.ac.nz>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Skewness and kurtosis
Date   Tue, 17 Mar 2009 13:40:00 +1300

Matt
Thank you very much. That answered my question.
Ari

Matt Spittal wrote:
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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--
Dr. Ari Samaranayaka
IPRU
Dept of Preventive and Social Medicine
University of Otago
Dunedin, New Zealand
(03) 479 7168
http://www.otago.ac.nz/ipru/

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