LMOMENTS: Stata module to generate L-moments and derived statistics
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.)
|Requires:||Stata version 10 (9 for lmoments 9, 8 for lmoments8, 6 for lmoments6)|
|Date of creation:||27 Apr 1998|
|Date of revision:||22 Oct 2013|
|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.|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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