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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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Skewness and kurtosis***From:*Ari Samaranayaka <ari.samaranayaka@ipru.otago.ac.nz>

**References**:**st: Skewness and kurtosis***From:*Ari Samaranayaka <ari.samaranayaka@ipru.otago.ac.nz>

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