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

Author

Listed:
  • Nicholas J. Cox

    (University of Durham)

Programming Language

Stata

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 6.0.0 of the software. Stata 10 is required for lmoments and for an ancillary command lmose. (Previous versions are also included as lmoments9, lmoments8 and lmoments6, for which the minimum requirements are Stata 9, 8 and 6 respectively.)

Suggested Citation

  • Nicholas J. Cox, 1998. "LMOMENTS: Stata module to generate L-moments and derived statistics," Statistical Software Components S341902, Boston College Department of Economics, revised 22 Oct 2013.
    • Handle: RePEc:boc:bocode:s341902
    Note: This module may be installed from within Stata by typing "ssc install lmoments". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmose.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmose.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments9.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments9.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments8.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments8.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments6.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments6.hlp
    File Function: help file
    Download Restriction: no
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