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ROBSKEW: RATS module for computation of quartile skewness measure

Author

Listed:
  • Eric Blankmeyer

    (Texas State University)

Programming Language

RATS

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.

Suggested Citation

  • Eric Blankmeyer, 2003. "ROBSKEW: RATS module for computation of quartile skewness measure," Statistical Software Components R141103, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:r141103
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    File URL: http://fmwww.bc.edu/repec/bocode/r/robskew.src
    File Function: program code
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    More about this item

    Keywords

    skewness; robust; RATS;
    All these keywords.

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