ROBSTAT: Stata module to compute robust univariate statistics

Ben Jann, Vincenzo Verardi and Catherine Vermandele
Additional contact information
Catherine Vermandele: Universite Libre de Bruxelles

Statistical Software Components from Boston College Department of Economics

Abstract: robstat estimates various classic and robust measures of location, scale, skewness, and kurtosis, and, optionally, performs robust tests for normality. For methodological details see Jann, Verardi and Vermandele (Stata Press, forthcoming).

Language: Stata
Requires: Stata version 11, moremata from SSC (q.v.)
Keywords: robust; univariate; location; scale; kurtosis; normality (search for similar items in EconPapers)
Date: 2018-08-26, Revised 2025-03-15
Note: This module should be installed from within Stata by typing "ssc install robstat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/r/robstat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/robstat.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/robstat.zip zip file of package (application/zip)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458524

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