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st: Testing for differences in skewness and kurtosis?


From   George Murray <[email protected]>
To   [email protected]
Subject   st: Testing for differences in skewness and kurtosis?
Date   Sun, 6 May 2012 00:34:07 +1000

Dear Statalist,

I am currently working with a very simple dataset, with two variables,
V0 and V1 (around 150 obs each), each normally distributed, and the
difference of the means of the distribution of the variables are
(statistically) different, but the standard deviations are equal. I
would like to test whether there exists any significant difference in
the skewness of these two variables. Can this be done through
hypothesis testing, or is this only possible through some simulation
technique (bootstrapping?) Is there a test that is robust to the
aforementioned conditions? Is there an equivalent test for kurtosis?
Is anyone aware of how this can be calculated with Stata? (And no, I
am not trying to test whether they come from the same distribution)

Thanks for your help,

George.
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