Thanks to Kit Baum, the -lmoments- package
on SSC has been updated. The main addition
is the addition of an option for standard
error calculation, which makes use of
new results yielding exact unbiased distribution-free
estimators published by
Elamir, E.A.H. and A.H. Seheult. 2004.
Exact variance structure of sample L-moments.
Journal of Statistical Planning and Inference
124: 337-359.
and worked out some 200 metres from where I sit!
Nick
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
