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
[email protected]
On 17/3/09 10:52 AM, "Ari Samaranayaka" <[email protected]>
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/
