ROBSKEW: RATS module for computation of quartile skewness measure

Eric Blankmeyer ()
Additional contact information
Eric Blankmeyer: Texas State University

Statistical Software Components from Boston College Department of Economics

Abstract: Given a sample from a univariate distribution, robskew computes the quartile skewness (qs), a robust measure of asymmetry. classical skewness measures (including those reported by the RATS command 'statistics') are based on the sample moments and are therefore quite vulnerable to outliers. a few anomalous observations can make a symmetric distribution look skew or vice versa. qs is less affected by contaminated data.

Language: RATS
Keywords: skewness; robust (search for similar items in EconPapers)
Date: 2003-04-23

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/robskew.src program code (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().