help mvsktest

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Multivariate skewness and kurtosis

    mvsktest --   Multivariate skewness and kurtosis test


Syntax

        mvsktest varlist [if exp] [in range]



Description

    mvsktest performs an (asymptotic) test for multivariate skewness and
    kurtosis using the results in Mardia (1970). Separate p-values are given
    for the multivariate skewness and multivariate kurtosis.

Example

    . sysuse auto

    . mvsktest wei len turn head trunk

    Multvariate skewness b_1,p = 5.0866
    chi2(35)= 62.7349; Prob > chi2 = 0.0027

    Multivariate kurtosis b_2,p = 34.3138
    z = 0.1270; Prob > |z| = 0.8989

    . mvsktest wei len turn head trunk disp for

    Multvariate skewness b_1,p = 15.9989
    chi2(84)= 197.3198; Prob > chi2 = 0.0000
    #D.f. < #obs.; asymptotic distribution may not be accurate

    Multivariate kurtosis b_2,p = 66.3341
    z = 1.9213; Prob > |z| = 0.0547



See also
Online:  help for sktest
On paper: Mardia, K. V. (1970) Measures of Multivariate Skewness and Kurtosis
                     with Applications.  Biometrika, 57 (3), pp. 519-530


Contributed by
Stas Kolenikov, skolenik at gmail.com