Jarque-Bera test
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Dear list:
Anybody know how can I do a Jarque-Bera skewness test with spss? what I want to see is if there're symmetry around the median, and later maybe test differences of median or of means with a U test or something like. thank in advance. -- Antonio. Gracias, Efharisto poli, Grazie, Thank you, Tak, Shukran, Hvala, Blagodaria, Bedankt, Danke schön, Shukriya, Tesekuler, Merci, Spasiba, Obrigato, Go raibh maith agat, Arigato, Dishklenle, Dankon, Tashakkur ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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> Anybody know how can I do a Jarque-Bera skewness test with spss?
> > what I want to see is if there're symmetry around the median, Hi: See if this syntax helps (it computes non parametric masures of skewness and kurtosis and performs a one sample symmetry test (based on Wilcoxon test) * Sample dataset *. DATA LIST FREE/bilirrubin (F8). BEGIN DATA 25 178 15 10 90 30 280 20 58 8 20 75 85 12 158 10 6 22 103 16 170 28 240 8 16 20 80 420 36 24 70 22 14 5 130 54 25 22 15 22 50 24 143 42 4 18 44 220 54 38 135 24 78 24 4 152 68 45 38 18 120 18 30 20 360 26 12 16 310 72 48 96 32 22 55 12 10 62 46 35 15 192 20 65 42 6 60 34 14 115 9 164 12 40 18 530 32 104 28 6 81 10 26 94 46 40 14 40 END DATA. VAR LEVEL bilirrubin(SCALE). * Syntax *. OMS /SELECT TABLES /IF COMMANDS = 'Explore' SUBTYPES = 'Percentiles' /DESTINATION FORMAT = SAV OUTFILE = 'C:\Temp\Octiles.sav'. OMS /SELECT TABLES /IF COMMANDS = 'Explore' SUBTYPES = 'Case Processing Summary' /DESTINATION VIEWER = NO. EXAMINE VARIABLES=bilirrubin /PLOT BOXPLOT /PERCENTILES(12.5,25,37.5,50,62.5,75,87.5) AEMPIRICAL /STATISTICS NONE /NOTOTAL. OMSEND. MATRIX. * Get octiles *. GET Ei /VAR=@12.5 TO @87.5 /FILE='C:\Temp\Octiles.sav' /MISSING=OMIT. * Skewness: Bowley's SK2 *. COMPUTE SK2=(Ei(6)+Ei(2)-2*Ei(4))/(Ei(6)-Ei(2)). * Kurtosis: Moor's KR2 *. COMPUTE KR2=(Ei(7)-Ei(5)+Ei(3)-Ei(1))/(Ei(6)-Ei(2))-1.233. * Reports *. PRINT Ei(4) /FORMAT='F8.1' /TITLE='Sample median (used for Wilcoxon signed-rank test of symmetry around the median)'. PRINT {SK2;KR2} /FORMAT='F8.3' /RLABEL='SK2','KR2' /TITLE="Robust measures of skweness & kurtosis: Bowley's SK2 and Moor's centered KR2". PRINT/TITLE='SK2 Skewness: range [-1; 1]. -ve skewed to the left, +ve skewed to the right'. PRINT/TITLE='KR2 Kurtosis: range [-1.233; infinity]. -ve platikurtic, +ve leptokurtic'. END MATRIX. TEMPORARY. COMPUTE k=1. AGGREGATE /OUTFILE=* MODE=ADDVARIABLES /BREAK=k /SampleMedian = MEDIAN(bilirrubin). NPAR TEST /WILCOXON=SampleMedian WITH bilirrubin . DELETE VARIABLES SampleMedian. HTH, Marta -- For miscellaneous SPSS related statistical stuff, visit: http://gjyp.nl/marta/ ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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also check out
SPSS Macros Lawrence DeCarlo's macro for univariate and multivariate skew and kurtosis Lawrence DeCarlo's macro for Mardia's multivariate skew and kurtosis http://psyphz.psych.wisc.edu/~shackman/decarlo_normtest.sps and his paper DeCarlo, L. T. (1997). On the meaning and use of kurtosis. Psychological Methods, 2, 292-307. pdf 2009/6/24 Marta García-Granero <[hidden email]> Anybody know how can I do a Jarque-Bera skewness test with spss? -- Alexander J. Shackman, Ph.D. Laboratory for Affective Neuroscience Waisman Laboratory for Brain Imaging & Behavior University of Wisconsin-Madison 1202 West Johnson Street Madison, Wisconsin 53706 Telephone: +1 (608) 358-5025 Fax: +1 (608) 265-2875 Email: [hidden email] http://psyphz.psych.wisc.edu/~shackman Calendar {still under construction}: http://www.google.com/calendar/embed?src=ajshackman%40gmail.com |
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Hi again Antonio:
When I replied to your request concerning Jarque-bera test (see my message at the end of this one), I was a bit busy, and didn't extend on the answer. Jarque-Bera test is a normality test that combines skewness and kurtosis into one chi-square statistic with 2 df. Therefore, it is not a "symmetry around the median" test, as you were looking for. My syntax IS really a test for symmetry around the median, a modification of the one sample Wilcoxon test, as described by Jerrold Zar (in his book: Biostatistical Analysis). HTH, Marta GG -------------------------- My message: > > Anybody know how can I do a Jarque-Bera skewness test with spss? > > what I want to see is if there're symmetry around the median, > > > Hi: > > See if this syntax helps (it computes non parametric masures of > skewness > and kurtosis and performs a one sample symmetry test (based on > Wilcoxon > test) > > * Sample dataset *. > DATA LIST FREE/bilirrubin (F8). > BEGIN DATA > 25 178 15 10 90 30 280 20 58 8 > 20 75 85 12 158 10 6 22 103 16 > 170 28 240 8 16 20 80 420 36 24 > 70 22 14 5 130 54 25 22 15 22 > 50 24 143 42 4 18 44 220 54 38 > 135 24 78 24 4 152 68 45 38 18 > 120 18 30 20 360 26 12 16 310 72 > 48 96 32 22 55 12 10 62 46 35 > 15 192 20 65 42 6 60 34 14 115 > 9 164 12 40 18 530 32 104 28 6 > 81 10 26 94 46 40 14 40 > END DATA. > VAR LEVEL bilirrubin(SCALE). > > * Syntax *. > OMS > /SELECT TABLES > /IF COMMANDS = 'Explore' > SUBTYPES = 'Percentiles' > /DESTINATION FORMAT = SAV > OUTFILE = 'C:\Temp\Octiles.sav'. > OMS > /SELECT TABLES > /IF COMMANDS = 'Explore' > SUBTYPES = 'Case Processing Summary' > /DESTINATION VIEWER = NO. > EXAMINE > VARIABLES=bilirrubin > /PLOT BOXPLOT > /PERCENTILES(12.5,25,37.5,50,62.5,75,87.5) AEMPIRICAL > /STATISTICS NONE > /NOTOTAL. > OMSEND. > > MATRIX. > * Get octiles *. > GET Ei /VAR=@12.5 TO @87.5 /FILE='C:\Temp\Octiles.sav' > /MISSING=OMIT. > * Skewness: Bowley's SK2 *. > COMPUTE SK2=(Ei(6)+Ei(2)-2*Ei(4))/(Ei(6)-Ei(2)). > * Kurtosis: Moor's KR2 *. > COMPUTE KR2=(Ei(7)-Ei(5)+Ei(3)-Ei(1))/(Ei(6)-Ei(2))-1.233. > * Reports *. > PRINT Ei(4) > /FORMAT='F8.1' > /TITLE='Sample median (used for Wilcoxon signed-rank test of symmetry > around the median)'. > PRINT {SK2;KR2} > /FORMAT='F8.3' > /RLABEL='SK2','KR2' > /TITLE="Robust measures of skweness & kurtosis: Bowley's SK2 and > Moor's > centered KR2". > PRINT/TITLE='SK2 Skewness: range [-1; 1]. -ve skewed to the left, +ve > skewed to the right'. > PRINT/TITLE='KR2 Kurtosis: range [-1.233; infinity]. -ve platikurtic, > +ve leptokurtic'. > END MATRIX. > > TEMPORARY. > COMPUTE k=1. > AGGREGATE > /OUTFILE=* > MODE=ADDVARIABLES > /BREAK=k > /SampleMedian = MEDIAN(bilirrubin). > NPAR TEST > /WILCOXON=SampleMedian WITH bilirrubin . > DELETE VARIABLES SampleMedian. > > HTH, > Marta > > -- > For miscellaneous SPSS related statistical stuff, visit: > http://gjyp.nl/marta/ > > ===================== > To manage your subscription to SPSSX-L, send a message to > [hidden email] <mailto:[hidden email]> (not > to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD > > > > > -- > Alexander J. Shackman, Ph.D. > Laboratory for Affective Neuroscience > Waisman Laboratory for Brain Imaging & Behavior > University of Wisconsin-Madison > 1202 West Johnson Street > Madison, Wisconsin 53706 > > Telephone: +1 (608) 358-5025 > Fax: +1 (608) 265-2875 > Email: [hidden email] <mailto:[hidden email]> > http://psyphz.psych.wisc.edu/~shackman > <http://psyphz.psych.wisc.edu/%7Eshackman> > Calendar {still under construction}: > http://www.google.com/calendar/embed?src=ajshackman%40gmail.com -- For miscellaneous SPSS related statistical stuff, visit: http://gjyp.nl/marta/ ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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Thank you very much Marta. Your help is always very much welcomed.
Marta García-Granero escribió: > Hi again Antonio: > > When I replied to your request concerning Jarque-bera test (see my > message at the end of this one), I was a bit busy, and didn't extend on > the answer. > > Jarque-Bera test is a normality test that combines skewness and kurtosis > into one chi-square statistic with 2 df. Therefore, it is not a > "symmetry around the median" test, as you were looking for. My syntax IS > really a test for symmetry around the median, a modification of the one > sample Wilcoxon test, as described by Jerrold Zar (in his book: > Biostatistical Analysis). > > HTH, > Marta GG > -------------------------- > > My message: > >> >> Anybody know how can I do a Jarque-Bera skewness test with >> spss? >> >> what I want to see is if there're symmetry around the median, >> >> >> Hi: >> >> See if this syntax helps (it computes non parametric masures of >> skewness >> and kurtosis and performs a one sample symmetry test (based on >> Wilcoxon >> test) >> >> * Sample dataset *. >> DATA LIST FREE/bilirrubin (F8). >> BEGIN DATA >> 25 178 15 10 90 30 280 20 58 8 >> 20 75 85 12 158 10 6 22 103 16 >> 170 28 240 8 16 20 80 420 36 24 >> 70 22 14 5 130 54 25 22 15 22 >> 50 24 143 42 4 18 44 220 54 38 >> 135 24 78 24 4 152 68 45 38 18 >> 120 18 30 20 360 26 12 16 310 72 >> 48 96 32 22 55 12 10 62 46 35 >> 15 192 20 65 42 6 60 34 14 115 >> 9 164 12 40 18 530 32 104 28 6 >> 81 10 26 94 46 40 14 40 >> END DATA. >> VAR LEVEL bilirrubin(SCALE). >> >> * Syntax *. >> OMS >> /SELECT TABLES >> /IF COMMANDS = 'Explore' >> SUBTYPES = 'Percentiles' >> /DESTINATION FORMAT = SAV >> OUTFILE = 'C:\Temp\Octiles.sav'. >> OMS >> /SELECT TABLES >> /IF COMMANDS = 'Explore' >> SUBTYPES = 'Case Processing Summary' >> /DESTINATION VIEWER = NO. >> EXAMINE >> VARIABLES=bilirrubin >> /PLOT BOXPLOT >> /PERCENTILES(12.5,25,37.5,50,62.5,75,87.5) AEMPIRICAL >> /STATISTICS NONE >> /NOTOTAL. >> OMSEND. >> >> MATRIX. >> * Get octiles *. >> GET Ei /VAR=@12.5 TO @87.5 /FILE='C:\Temp\Octiles.sav' >> /MISSING=OMIT. >> * Skewness: Bowley's SK2 *. >> COMPUTE SK2=(Ei(6)+Ei(2)-2*Ei(4))/(Ei(6)-Ei(2)). >> * Kurtosis: Moor's KR2 *. >> COMPUTE KR2=(Ei(7)-Ei(5)+Ei(3)-Ei(1))/(Ei(6)-Ei(2))-1.233. >> * Reports *. >> PRINT Ei(4) >> /FORMAT='F8.1' >> /TITLE='Sample median (used for Wilcoxon signed-rank test of >> symmetry >> around the median)'. >> PRINT {SK2;KR2} >> /FORMAT='F8.3' >> /RLABEL='SK2','KR2' >> /TITLE="Robust measures of skweness & kurtosis: Bowley's SK2 and >> Moor's >> centered KR2". >> PRINT/TITLE='SK2 Skewness: range [-1; 1]. -ve skewed to the left, >> +ve >> skewed to the right'. >> PRINT/TITLE='KR2 Kurtosis: range [-1.233; infinity]. -ve >> platikurtic, >> +ve leptokurtic'. >> END MATRIX. >> >> TEMPORARY. >> COMPUTE k=1. >> AGGREGATE >> /OUTFILE=* >> MODE=ADDVARIABLES >> /BREAK=k >> /SampleMedian = MEDIAN(bilirrubin). >> NPAR TEST >> /WILCOXON=SampleMedian WITH bilirrubin . >> DELETE VARIABLES SampleMedian. >> >> HTH, >> Marta >> >> -- >> For miscellaneous SPSS related statistical stuff, visit: >> http://gjyp.nl/marta/ >> >> ===================== >> To manage your subscription to SPSSX-L, send a message to >> [hidden email] <mailto:[hidden email]> (not >> to SPSSX-L), with no body text except the >> command. To leave the list, send the command >> SIGNOFF SPSSX-L >> For a list of commands to manage subscriptions, send the command >> INFO REFCARD >> >> >> >> >> -- >> Alexander J. Shackman, Ph.D. >> Laboratory for Affective Neuroscience >> Waisman Laboratory for Brain Imaging & Behavior >> University of Wisconsin-Madison >> 1202 West Johnson Street >> Madison, Wisconsin 53706 >> >> Telephone: +1 (608) 358-5025 >> Fax: +1 (608) 265-2875 >> Email: [hidden email] <mailto:[hidden email]> >> http://psyphz.psych.wisc.edu/~shackman >> <http://psyphz.psych.wisc.edu/%7Eshackman> >> Calendar {still under construction}: >> http://www.google.com/calendar/embed?src=ajshackman%40gmail.com > > > -- > For miscellaneous SPSS related statistical stuff, visit: > http://gjyp.nl/marta/ > > ===================== > To manage your subscription to SPSSX-L, send a message to > [hidden email] (not to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD > -- Antonio. Gracias, Efharisto poli, Grazie, Thank you, Tak, Shukran, Hvala, Blagodaria, Bedankt, Danke schön, Shukriya, Tesekuler, Merci, Spasiba, Obrigato, Go raibh maith agat, Arigato, Dishklenle, Dankon, Tashakkur ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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