Wednesday, January 9, 2008

Skewness

In Lectures we discussed skewness. There are a number of definitions relating the mean, median and the mode to skew. If you're interested, here is a link to a journal article:

http://www.amstat.org/publications/jse/v13n2/vonhippel.html


Notice that when in Stata you can find out the skew of a variable by using the command

summarize (varname), detail

If it's positive, the values are skewed to the right and vice-versa. Zero skew means a normal distribution.

2 comments:

Shawn Johnston said...

The correct link is http://www.amstat.org/publications/jse/v13n2/vonhippel.html

Just remove the bbb from the end and add l

shawn

Stephen P said...

Done, thanks! Stephen