LMOMENTS: Stata module to generate L-moments and derived statistics

Nicholas Cox ()

Statistical Software Components from Boston College Department of Economics

Abstract: lmoments generates L-moments and derived statistics. L-moments offer a systematic, satisfying and indeed elegant approach to the summarization of theoretical distributions and data samples and have applications in the estimation of parameters and of quantiles, and in hypothesis tests for probability distributions. See Hosking, J.R.M. 1992. Moments or L moments? An example comparing two measures of distributional shape. American Statistician 46, 186-189. This is version 4.0.0 of the software. Stata 9 is required. (Previous versions are also included as lmoments8 and lmoments6, for which the minimum requirements are Stata 8 and Stata 6 respectively.)

Language: Stata
Requires: Stata version 9 (8 for lmoments8, 6 for lmoments6)
Keywords: L-moments; frequency distributions (search for similar items in EconPapers)
Date: 1998-04-27, Revised 2006-11-10
Note: This module may be installed from within Stata by typing "ssc install lmoments". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmoments.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments8.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments8.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments6.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments6.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s341902

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

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