st: How to apply sktest to panel data?

[LI Mengjia <amy.limengjia@connect.polyu.hk>]

Dear statalist,

I want to run skewness and kurtosis normality test on my panel data in the following way:

(1)For each Fund, and for each Year, use the Return from Week1 to Week26 to run the sktest and also get the value of skewness and kurtosis.

(2)For each Fund, use all its Return to run the sktest and also get the value of skewness and kurtosis.

The 1st column is Fund, in which each cell is the code of one fund. The 2nd column is Year, from 2005-2010. The 3rd column is Week, from Week1-Week26. The last column is Return.

I tried "if" to restrain the sktest to each fund code but it didn't work. And I have 299 funds that I wish to finish the tests in one go instead of running each fund for 299 times.

Looking forward to your reply and thank you.

Best regards,
Amy
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