ROBSKEW: RATS module for computation of quartile skewness measure

Eric Blankmeyer ()
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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
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