If interested, install or replace with -ssc- or -adoupdate-.
The update corrects a mix-up of the type(b) and type(b3) measure of kurtosis and adds a reference.
-moments2- calculates the mean, standard deviation, and different measures of skewness and kurtosis. It leans heavily on Nick Cox's -moments-, but allows different measures of skewness and kurtosis with measures as used in Excel, SAS and SPSS as default. The definitions and a discussion of the skewness and kurtosis measures can be found in
- Joanes, D. N. & Gill, C. A. (1998). Comparing measures of sample skewness and kurtosis. The Statistician, 47, 183-189.
- Cox, N. (2010). Speaking Stata: The limits of sample skewness and kurtosis. The Stata Journal, 10(3), 482-495.
0 Response to -moments2- updated on SSC
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