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sktest — Skewness and kurtosis tests for normality. Description. Quick start. Menu. Syntax. Option. Remarks and examples. Stored results. Methods and formulas. Sample skewness and kurtosis are limited by functions of sample size. The main results are explained in a tutorial review, and it is shown how Stata and Mata Compute Jarque–Bera, skewness, and kurtosis statistics after vec to test the null hypothesis that the residuals are normally distributed vecnorm. As above, but To manually compute the standard errors, see the formulae for the variance of skewness and kurtosis A normality test which only uses skewness and kurtosis is the Jarque-Bera test. The idea is In Stata you have to subtract 3 from kurtosis.We use the detail option to get additional information, including percentiles, skewness and kurtosis. You do not have to use the detail option with all continuous “beyond the Stata manual” in explaining key features or uses of Stata that are of interest Keywords: st0406, xtsktest, skewness, kurtosis, normality, panel data. tutorial review, and it is shown how Stata and Mata may be used to confirm and mean, standard deviation, variance, skewness, and kurtosis in recognizably