Re: st: RE: RE: rowskew?

[jeheyman <jeheyman@mac.com>]

Thanks for both ideas.

My flubbing the first way is what led to my first posting as I was  
trying to calculate skew and kurtosis without losing the 12 other  
calculations in the model.

I had thought of the moments approach but convinced myself that there  
must be a way to do it directly using Stata commands.  As such, I  
turned a 20 minute project into a 6 hour head-banger.

Thanks much.

jh.



On Oct 14, 2008, at 2:11 AM, Martin Weiss wrote:

> Would it also be possible to -xpose,clear- and then to calculate the
> skewness and kurtosis for the former rows, now columns with - 
> summarize-?
> Admittedly a little quick and dirty...
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Matt  
> Spittal
> Sent: Tuesday, October 14, 2008 5:22 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: rowskew?
>
> jeheyman,
>
> You can use the moments about the mean to calculate skew and  
> kurtosis for a
> row of variables.  Imagine that you want to do this for the variables
> weight, length and price from the auto dataset.
>
> 	sysuse auto, clear
>
> 	// get mean and N
> 	egen rowmean = rowmean(weight length price)
> 	egen rowN = rownonmiss(weight length price)
>
> 	// calculate 2, 3, and 4th moments about the mean
> 	gen m2 = 1/rowN * ((weight - rowmean)^2 + (length - rowmean)^2 +
> (price - rowmean)^2)
> 	gen m3 = 1/rowN * ((weight - rowmean)^3 + (length - rowmean)^3 +
> (price - rowmean)^3)
> 	gen m4 = 1/rowN * ((weight - rowmean)^4 + (length - rowmean)^4 +
> (price - rowmean)^4)
>
> 	// calculate skew and kurtosis
> 	gen rowskew = m3*m2^(-3/2)
> 	gen rowkurt = m4*m2^(-2)
>
> 	list weight length price rowskew rowkurt in 1/10
>
> -- Matt
> matt.spittal@cancervic.org.au	
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of jeheyman
> Sent: Tuesday, 14 October 2008 12:31 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: rowskew?
>
>
> Is it possible to calculate essentially a rowskew and rowkurtosis in
> the same way that egen calculates rowmean?
>
> For each observation I have 18 variables and I need, obviously, the
> three distribution measures.  Mean is trivial but the other two are
> proving elusive. I feel like I'm overlooking something obvious and
> posting seemed to be better than continuing to bang my head against
> the wall.
>
> Thanks.
>
>
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