[R] equivalent of var.test(x,y) for skew and kurtosis
Timothy Bates
timothy.c.bates at gmail.com
Wed Aug 3 15:16:56 CEST 2011
Dear R-users,
I am comparing differences in variance, skew, and kurtosis between two groups.
For variance the comparison is easy: just
var.test(group1, group2)
I am using agostino.test() for skew, and anscombe.test() for kurtosis. However, I can't find an equivalent of the F.test or Mood.test for comparing kurtosis or skewness between two samples.
Would the test just be a 1 df test on the difference in Z or F scores returned by the agostino or anscombe? How are the differences distributed: chi2?
Any guidance greatly appreciated.
google and wikipedia return hits for measuring the third and fourth standardized moments, but none I can see for comparing differences on these parameters.
best, tim
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