Thanks as ever to Kit Baum, a new command lmomentsets is now available from SSC.
lmomentsets requires Stata 10.
lmomentsets joins three other commands with similar flavour on SSC:
cisets https://www.statalist.org/forums/for...-interval-sets 29 October 2024
pctilesets https://www.statalist.org/forums/forum/general-stata-discussion/general/1767395-pctilesets-downloadable-from-ssc-percentile-sets 11 November 2024
momentsets https://www.statalist.org/forums/for...ercentile-sets 11 November 2024
lmomentsets makes this a quartet. Despite announcements and elaborations in key publications in major journals, L-moments have not broken through to front rank in statistical science.
They are quite well known in some application areas -- especially hydrology and climatology -- but (it seems) essentially unknown or at least rarely used in many others.
The new command is for L-moments and assembles new datasets from one or more variables, that may be used in further graphical and other analyses.
I've tried my best to propagandise for L-moments, in talks at Stata meetings (London 1999, 2007; Boston 2005, 2007; Stockholm 2007) and in the lmoments command on SSC, first posted in 1998, last revised in 2013. https://ideas.repec.org/c/boc/bocode/s341902.html
lmomentsets uses much of the same code as lmoments, but is independent.
Here are some moderately recent mentions of L-moments in recenr threads
https://www.statalist.org/forums/for...-for-normality
https://www.statalist.org/forums/for...rginal-effects
https://www.statalist.org/forums/for...rtosis-results
https://www.statalist.org/forums/for...normality-test
https://www.statalist.org/forums/for...-for-summarize
The help for lmomentsets contains much material by way of motivation and several references. I will not repeat that here, but leave as a bottom line my personal favourite application of L-moments, the scope of the third and fourth L-moments to summarize distribution shape in ways that have many advantages over the more conventional skewness and kurtosis measures based on traditiional moments.
lmomentsets requires Stata 10.
lmomentsets joins three other commands with similar flavour on SSC:
cisets https://www.statalist.org/forums/for...-interval-sets 29 October 2024
pctilesets https://www.statalist.org/forums/forum/general-stata-discussion/general/1767395-pctilesets-downloadable-from-ssc-percentile-sets 11 November 2024
momentsets https://www.statalist.org/forums/for...ercentile-sets 11 November 2024
lmomentsets makes this a quartet. Despite announcements and elaborations in key publications in major journals, L-moments have not broken through to front rank in statistical science.
They are quite well known in some application areas -- especially hydrology and climatology -- but (it seems) essentially unknown or at least rarely used in many others.
The new command is for L-moments and assembles new datasets from one or more variables, that may be used in further graphical and other analyses.
I've tried my best to propagandise for L-moments, in talks at Stata meetings (London 1999, 2007; Boston 2005, 2007; Stockholm 2007) and in the lmoments command on SSC, first posted in 1998, last revised in 2013. https://ideas.repec.org/c/boc/bocode/s341902.html
lmomentsets uses much of the same code as lmoments, but is independent.
Here are some moderately recent mentions of L-moments in recenr threads
https://www.statalist.org/forums/for...-for-normality
https://www.statalist.org/forums/for...rginal-effects
https://www.statalist.org/forums/for...rtosis-results
https://www.statalist.org/forums/for...normality-test
https://www.statalist.org/forums/for...-for-summarize
The help for lmomentsets contains much material by way of motivation and several references. I will not repeat that here, but leave as a bottom line my personal favourite application of L-moments, the scope of the third and fourth L-moments to summarize distribution shape in ways that have many advantages over the more conventional skewness and kurtosis measures based on traditiional moments.
