Not your question, but is this kind of ad hoc procedure any longer the
state of the art?
Evidence of present popularity is not to me convincing on that point.
If you start from the fact that (e.g.)
. ttest mpg, by(foreign)
corresponds to
. regress mpg foreign
that leads to other possibilities such as
. glm mpg foreign, link(log)
. glm mpg foreign, f(gamma)
And so forth. Bootstrapping is also readily to hand.
Nick
[email protected]
Rajesh Tharyan
Following the recent discussion on the bootstrapped skewness adjusted t
statistic. This is my attempt at a program to implement this. The
following
ado calculates the skewness adjusted t statistic based on Johnson(1978)
and
made very popular in finance area by LBT(1999). As I mentioned in an
earlier
post there is an ado called Johnson which implements this test. But
somehow
the skewnesss adjusted t stat values are different when I use that
program.
I have double checked the calculation for this by manually calculating
the
skewness adjusted t-stats.
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