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

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

Author Info

Nicholas J. Cox () (University of Durham)

Additional information is available for the following registered author(s):

Nicholas Cox

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 4.0.0 of the software. Stata 9 is required. (Previous versions are also included as lmoments8 and lmoments6, for which the minimum requirements are Stata 8 and Stata 6 respectively.)

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File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments.ado
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File URL: http://fmwww.bc.edu/repec/bocode/l/lmoments8.ado
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S341902.

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Programming language: Stata
Requires: Stata version 9 (8 for lmoments8, 6 for lmoments6)
Date of creation: 27 Apr 1998
Date of revision: 10 Nov 2006
Handle: RePEc:boc:bocode:s341902

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: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

This paper has been announced in the following NEP Reports:

NEP-ALL-1998-05-04 (All new papers)

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This page was last updated on 2009-11-13.

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