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RE: st: hall's skewness adjustment

From   "Rajesh Tharyan" <[email protected]>
To   <[email protected]>
Subject   RE: st: hall's skewness adjustment
Date   Mon, 21 Jan 2008 22:19:05 -0000

Thanks for the replies. 

I am terribly sorry I didn't realize it was posted twice. The first
email never reached my mail box. So I thought something went wrong with
it as for some reason it was sent to [email protected]
rather than [email protected] as it normal does.

There is a user written program Johnson which implements Johnson's
corrected t-test for skewed data. So I was hoping someone would know
more about it. 

There are several (very many) papers using Johnson's correction for
skewness in the context of event studies in finance. But hall's
correction seems to be something that people seem to have overlooked
(maybe for good reasons)... I guess it's easier to stick with something
that has been done before and well published. 

I will have a serious look at the original reference along with
johnson's 1978 paper and try to make some sense of it.

Again Thanks for you replies

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: 21 January 2008 13:26
To: [email protected]
Subject: Re: st: hall's skewness adjustment

--- Rajesh Tharyan <[email protected]> wrote:
> Is anyone familiar with the Hall's adjustment for skewness? Is there
> any good reference on this, preferably a textbook?
> There is a johnson's adjustment but how is Hall's method better than
> Johnson's method. Any pointers in the right direction is valuable.

This is a repost of a question sent earlier. There is advise on that

One reason why you got no answer is that it is not clear whether there
is an implementation in Stata. Purely statistical questions are welcome
on this list, but people on this list are for obvious reasons more
familiar with statistical techniques available in Stata. 

Also these kinds of "corrections" are not very popular with some of the
people on this list, see for instance:

As for references I know none that you could not find using google.

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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