11/7/2022 0 Comments Stata 13 skewObservation: See D’Agostino-Pearson Test for another more accurate test for normality which is based on the skewness and kurtosis of sample data. varwidth() species the maximum width to be used within the stub to display the names of the vari-ables. Similarly, JARQUE(A4:A23, FALSE) = 2.13 and JBTEST(A4:A23, FALSE) =. skewness skewness q equivalent to specifying p25 p50 p75 kurtosis kurtosis Options labelwidth() species the maximum width to be used within the stub to display the labels of the by() variable. Any empty cells or cells containing non-numeric data are ignored.įor Example 1, we see that JARQUE(A4:A23) = 1.93 and JBTEST(A4:A23) =. If pop = TRUE (default), the population version of the test is used otherwise the sample version of the test is used. JBTEST(R1, pop) = p-value of the Jarque-Barre test on the data in R1 JARQUE(R1, pop) = the Jarque-Barre test statistic JB for the data in the range R1 Real Statistics Functions: The Real Statistics Resource Pack contains the following functions. 05, once again we conclude there isn’t sufficient evidence to rule out the data coming from a normal population. The JB test can also be calculated using the SKEWP (or SKEW.P) and KURTP functions to obtain the population values of skewness and kurtosis. 05, based on the JB test, we conclude there isn’t sufficient evidence to rule out the data coming from a normal population. Observation: Related to the above properties is the Jarque-Barre (JB) test for normality which tests the null hypothesis that data from a sample of size n with skewness skew and kurtosis kurtīased on using the functions SKEW and KURT to calculate the sample skewness and kurtosis values. Both statistics are within two standard errors, which suggests that the data is likely to be relatively normally distributed. 55 (cell D16) the standard error for the kurtosis is 1.10 (cell D17). Similarly, if the absolute value of the kurtosis for the data is more than twice the standard error this is also an indication that the data are not normal.Įxample 1: Use the skewness and kurtosis statistics to gain more evidence as to whether the data in Example 1 of Graphical Tests for Normality and Symmetry is normally distributed.Īs we can see from Figure 4 of Graphical Tests for Normality and Symmetry (cells D13 and D14), the skewness for the data in Example 1 is. If the absolute value of the skewness for the data is more than twice the standard error this indicates that the data are not symmetric, and therefore not normal.
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