Descriptive Statistics incl. Ex.Kurtosis and Skewness + Switch columns and rows
Dear Community,
I would like to create a descriptive statistics table for eleven variables: ME, BM, OP, INV, ME_w, BM_w, OP_w, INV_w, ln_ME, ln_BM, ln_INV.
The "_w" indicates that the variable has been winsorized, while "ln_" indicates that they have been transformed with the ln function.
I would like generate the following statistics: mean, std, min, max, median, excess kurtosis, skewness, non-missing observations.
I have two obstacles:
1. I cannot manage to obtain kurtosis without the "detail" option of the summarize function, which creates a variable for each variable for itself.
2. I would like to have the variables in the top row and the statistics in columns.
Is there an easy way or package to accomplish this? I would expect that this is often required by researchers.
Please find a short excerpt of the data below.
Best regards and many thanks in advance,
John
I would like to create a descriptive statistics table for eleven variables: ME, BM, OP, INV, ME_w, BM_w, OP_w, INV_w, ln_ME, ln_BM, ln_INV.
The "_w" indicates that the variable has been winsorized, while "ln_" indicates that they have been transformed with the ln function.
I would like generate the following statistics: mean, std, min, max, median, excess kurtosis, skewness, non-missing observations.
I have two obstacles:
1. I cannot manage to obtain kurtosis without the "detail" option of the summarize function, which creates a variable for each variable for itself.
2. I would like to have the variables in the top row and the statistics in columns.
Is there an easy way or package to accomplish this? I would expect that this is often required by researchers.
Please find a short excerpt of the data below.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float ID str8 date float(ME BM OP INV ME_w BM_w OP_w INV_w ln_ME ln_BM ln_INV) 1 "19870130" 1581.5313 .21094427 -1.562201 . 1581.5313 .21094427 -1.562201 . 7.366149 -1.5561613 . 1 "19870227" 1581.5313 .21094427 -1.562201 . 1581.5313 .21094427 -1.562201 . 7.366149 -1.5561613 . 1 "19870331" 973.25 .21094427 -1.562201 . 1335.75 .21094427 -1.562201 . 7.197248 -1.5561613 . 1 "19870430" 912.4413 .21094427 -1.562201 . 1335.75 .21094427 -1.562201 . 7.197248 -1.5561613 . 1 "19870529" 851.5938 .21094427 -1.562201 . 1335.75 .21094427 -1.562201 . 7.197248 -1.5561613 . 1 "19870630" . .21094427 -1.562201 . . .21094427 -1.562201 . . -1.5561613 . 2 "19870130" 6689.25 1.0144155 .2221115 . 6689.25 1.0144155 .2221115 . 8.808257 .014312587 . 2 "19870227" 6193.75 1.0144155 .2221115 . 6193.75 1.0144155 .2221115 . 8.731296 .014312587 . 2 "19870331" 6317.625 1.0144155 .2221115 . 6317.625 1.0144155 .2221115 . 8.751099 .014312587 . 2 "19870430" 6069.875 1.0144155 .2221115 . 6069.875 1.0144155 .2221115 . 8.711093 .014312587 . 2 "19870529" 5636.313 1.0144155 .2221115 . 5636.313 1.0144155 .2221115 . 8.636986 .014312587 . 2 "19870630" 5822.125 1.0144155 .2221115 . 5822.125 1.0144155 .2221115 . 8.66942 .014312587 . 2 "19870731" 5946 1.0144155 .2221115 . 5946 1.0144155 .2221115 . 8.690474 .014312587 . 2 "19870831" 6441.5 1.0144155 .2221115 . 6441.5 1.0144155 .2221115 . 8.770516 .014312587 . 2 "19870930" 6200 1.0144155 .2221115 . 6200 1.0144155 .2221115 . 8.732305 .014312587 . 2 "19871030" 6324 1.0144155 .2221115 . 6324 1.0144155 .2221115 . 8.752108 .014312587 . 2 "19871130" 6138 1.0144155 .2221115 . 6138 1.0144155 .2221115 . 8.722254 .014312587 . 2 "19871231" 5828 1.2074468 .2221115 . 5828 1.2074468 .2221115 . 8.670429 .18850806 . 2 "19880129" 6200 1.2076184 .11082698 -.03847408 6200 1.2076184 .11082698 -.03847408 8.732305 .1886501 -.03923376 2 "19880229" 6696 1.2076184 .11082698 -.03847408 6696 1.2076184 .11082698 -.03847408 8.809265 .1886501 -.03923376 2 "19880331" 6076 1.2076184 .11082698 -.03847408 6076 1.2076184 .11082698 -.03847408 8.712102 .1886501 -.03923376 2 "19880429" 6262 1.2076184 .11082698 -.03847408 6262 1.2076184 .11082698 -.03847408 8.742255 .1886501 -.03923376 2 "19880531" 6386 1.2076184 .11082698 -.03847408 6386 1.2076184 .11082698 -.03847408 8.761864 .1886501 -.03923376 2 "19880630" 6200 1.2076184 .11082698 -.03847408 6200 1.2076184 .11082698 -.03847408 8.732305 .1886501 -.03923376 2 "19880729" 6386 1.2076184 .11082698 -.03847408 6386 1.2076184 .11082698 -.03847408 8.761864 .1886501 -.03923376 2 "19880831" 6572 1.2076184 .11082698 -.03847408 6572 1.2076184 .11082698 -.03847408 8.790573 .1886501 -.03923376 2 "19880930" 6362.25 1.2076184 .11082698 -.03847408 6362.25 1.2076184 .11082698 -.03847408 8.758138 .1886501 -.03923376 2 "19881031" 6611.75 1.2076184 .11082698 -.03847408 6611.75 1.2076184 .11082698 -.03847408 8.796603 .1886501 -.03923376 2 "19881130" 6611.75 1.2076184 .11082698 -.03847408 6611.75 1.2076184 .11082698 -.03847408 8.796603 .1886501 -.03923376 2 "19881230" 6362.25 1.1062124 .11082698 -.03847408 6362.25 1.1062124 .11082698 -.03847408 8.758138 .10094191 -.03923376 2 "19890131" 6487 1.1451924 .15248433 -.003058385 6487 1.1451924 .15248433 -.003058385 8.777555 .13557264 -.0030630715 2 "19890228" 6736.5 1.1451924 .15248433 -.003058385 6736.5 1.1451924 .15248433 -.003058385 8.815296 .13557264 -.0030630715 2 "19890331" 6736.5 1.1451924 .15248433 -.003058385 6736.5 1.1451924 .15248433 -.003058385 8.815296 .13557264 -.0030630715 2 "19890428" 7235.5 1.1451924 .15248433 -.003058385 7235.5 1.1451924 .15248433 -.003058385 8.886755 .13557264 -.0030630715 2 "19890531" 6986 1.1451924 .15248433 -.003058385 6986 1.1451924 .15248433 -.003058385 8.851664 .13557264 -.0030630715 2 "19890630" 7007 1.1451924 .15248433 -.003058385 7007 1.1451924 .15248433 -.003058385 8.854665 .13557264 -.0030630715 2 "19890731" 7257.25 1.1451924 .15248433 -.003058385 7257.25 1.1451924 .15248433 -.003058385 8.889756 .13557264 -.0030630715 2 "19890831" 9259.25 1.1451924 .15248433 -.003058385 9259.25 1.1451924 .15248433 -.003058385 9.133378 .13557264 -.0030630715 2 "19890929" 9043.625 1.1451924 .15248433 -.003058385 9043.625 1.1451924 .15248433 -.003058385 9.109816 .13557264 -.0030630715 2 "19891031" 9680.5 1.1451924 .15248433 -.003058385 9680.5 1.1451924 .15248433 -.003058385 9.177869 .13557264 -.0030630715 2 "19891130" 10062.625 1.1451924 .15248433 -.003058385 10062.625 1.1451924 .15248433 -.003058385 9.216583 .13557264 -.0030630715 2 "19891229" 10347.75 .7041144 .15248433 -.003058385 10347.75 .7041144 .15248433 -.003058385 9.244524 -.3508144 -.0030630715 2 "19900131" 10156.125 .8181489 .28384113 .5820197 10156.125 .8181489 .28384113 .5820197 9.225832 -.200711 .4587023 2 "19900228" 10092.25 .8181489 .28384113 .5820197 10092.25 .8181489 .28384113 .5820197 9.219523 -.200711 .4587023 2 "19900330" 10141.625 .8181489 .28384113 .5820197 10141.625 .8181489 .28384113 .5820197 9.224403 -.200711 .4587023 2 "19900430" 10141.625 .8181489 .28384113 .5820197 10141.625 .8181489 .28384113 .5820197 9.224403 -.200711 .4587023 2 "19900531" 10013.25 .8181489 .28384113 .5820197 10013.25 .8181489 .28384113 .5820197 9.211664 -.200711 .4587023 2 "19900629" 10052.25 .8181489 .28384113 .5820197 10052.25 .8181489 .28384113 .5820197 9.215551 -.200711 .4587023 2 "19900731" 10310 .8181489 .28384113 .5820197 10310 .8181489 .28384113 .5820197 9.2408695 -.200711 .4587023 2 "19900831" 9794.5 .8181489 .28384113 .5820197 9794.5 .8181489 .28384113 .5820197 9.189576 -.200711 .4587023 2 "19900928" 10179 .8181489 .28384113 .5820197 10179 .8181489 .28384113 .5820197 9.228082 -.200711 .4587023 2 "19901031" 10048.5 .8181489 .28384113 .5820197 10048.5 .8181489 .28384113 .5820197 9.2151785 -.200711 .4587023 2 "19901130" 10048.5 .8181489 .28384113 .5820197 10048.5 .8181489 .28384113 .5820197 9.2151785 -.200711 .4587023 2 "19901231" 10013 .8455008 .28384113 .5820197 10013 .8455008 .28384113 .5820197 9.211639 -.16782613 .4587023 2 "19910131" 10144.75 .9425746 .2632973 .017021276 10144.75 .9425746 .2632973 .017021276 9.224711 -.05914019 .016878037 2 "19910228" 10276.5 .9425746 .2632973 .017021276 10276.5 .9425746 .2632973 .017021276 9.237615 -.05914019 .016878037 2 "19910328" 10013 .9425746 .2632973 .017021276 10013 .9425746 .2632973 .017021276 9.211639 -.05914019 .016878037 2 "19910430" 10408.25 .9425746 .2632973 .017021276 10408.25 .9425746 .2632973 .017021276 9.250354 -.05914019 .016878037 2 "19910531" 10408.25 .9425746 .2632973 .017021276 10408.25 .9425746 .2632973 .017021276 9.250354 -.05914019 .016878037 2 "19910628" 11266.5 .9425746 .2632973 .017021276 11266.5 .9425746 .2632973 .017021276 9.329589 -.05914019 .016878037 2 "19910731" 10864.125 .9425746 .2632973 .017021276 10864.125 .9425746 .2632973 .017021276 9.293221 -.05914019 .016878037 2 "19910830" 12339.5 .9425746 .2632973 .017021276 12339.5 .9425746 .2632973 .017021276 9.420561 -.05914019 .016878037 2 "19910930" 12339.5 .9425746 .2632973 .017021276 12339.5 .9425746 .2632973 .017021276 9.420561 -.05914019 .016878037 2 "19911031" 13949 .9425746 .2632973 .017021276 13949 .9425746 .2632973 .017021276 9.543163 -.05914019 .016878037 2 "19911129" 15826.75 .9425746 .2632973 .017021276 15826.75 .9425746 .2632973 .017021276 9.669456 -.05914019 .016878037 2 "19911231" 15587.5 .6054851 .2632973 .017021276 15587.5 .6054851 .2632973 .017021276 9.654224 -.50172526 .016878037 2 "19920131" 14781.25 .6679069 .22985315 .03802767 14781.25 .6679069 .22985315 .03802767 9.601115 -.4036064 .03732244 2 "19920228" 11825 .6679069 .22985315 .03802767 11825 .6679069 .22985315 .03802767 9.377972 -.4036064 .03732244 2 "19920331" 12631.25 .6679069 .22985315 .03802767 12631.25 .6679069 .22985315 .03802767 9.443929 -.4036064 .03732244 2 "19920430" 12765.625 .6679069 .22985315 .03802767 12765.625 .6679069 .22985315 .03802767 9.454512 -.4036064 .03732244 2 "19920529" 12900 .6679069 .22985315 .03802767 12900 .6679069 .22985315 .03802767 9.464983 -.4036064 .03732244 2 "19920630" 12631.25 .6679069 .22985315 .03802767 12631.25 .6679069 .22985315 .03802767 9.443929 -.4036064 .03732244 2 "19920731" 13437.5 .6679069 .22985315 .03802767 13437.5 .6679069 .22985315 .03802767 9.505805 -.4036064 .03732244 2 "19920831" 13975 .6679069 .22985315 .03802767 13975 .6679069 .22985315 .03802767 9.545025 -.4036064 .03732244 2 "19920930" 16125 .6679069 .22985315 .03802767 16125 .6679069 .22985315 .03802767 9.688127 -.4036064 .03732244 2 "19921030" 15721.875 .6679069 .22985315 .03802767 15721.875 .6679069 .22985315 .03802767 9.662808 -.4036064 .03732244 2 "19921130" 15453.125 .6679069 .22985315 .03802767 15453.125 .6679069 .22985315 .03802767 9.645567 -.4036064 .03732244 2 "19921231" 15120 .6885582 .22985315 .03802767 15120 .6885582 .22985315 .03802767 9.623774 -.3731555 .03732244 2 "19930129" 15120 .7103835 .19476786 .13709874 15120 .7103835 .19476786 .13709874 9.623774 -.3419503 .12848006 2 "19930226" 15390 .7103835 .19476786 .13709874 15390 .7103835 .19476786 .13709874 9.641473 -.3419503 .12848006 2 "19930331" 15318.75 .7103835 .19476786 .13709874 15318.75 .7103835 .19476786 .13709874 9.636833 -.3419503 .12848006 2 "19930430" 16393.75 .7103835 .19476786 .13709874 16393.75 .7103835 .19476786 .13709874 9.704656 -.3419503 .12848006 2 "19930528" 16259.375 .7103835 .19476786 .13709874 16259.375 .7103835 .19476786 .13709874 9.696424 -.3419503 .12848006 2 "19930630" 17985 .7103835 .19476786 .13709874 17985 .7103835 .19476786 .13709874 9.797294 -.3419503 .12848006 2 "19930730" 17848.75 .7103835 .19476786 .13709874 17848.75 .7103835 .19476786 .13709874 9.789689 -.3419503 .12848006 2 "19930831" 17303.75 .7103835 .19476786 .13709874 17303.75 .7103835 .19476786 .13709874 9.758678 -.3419503 .12848006 2 "19930930" 18274.25 .7103835 .19476786 .13709874 18274.25 .7103835 .19476786 .13709874 9.813249 -.3419503 .12848006 2 "19931029" 18819.75 .7103835 .19476786 .13709874 18819.75 .7103835 .19476786 .13709874 9.842662 -.3419503 .12848006 2 "19931130" 18547 .7103835 .19476786 .13709874 18547 .7103835 .19476786 .13709874 9.828063 -.3419503 .12848006 2 "19931231" 20047.125 .5357875 .19476786 .13709874 20047.125 .5357875 .19476786 .13709874 9.905841 -.6240176 .12848006 2 "19940131" 19092.5 .57344884 .26696247 .23099707 19092.5 .57344884 .26696247 .23099707 9.857051 -.55608654 .20782447 2 "19940228" 19092.5 .57344884 .26696247 .23099707 19092.5 .57344884 .26696247 .23099707 9.857051 -.55608654 .20782447 2 "19940331" 18819.75 .57344884 .26696247 .23099707 18819.75 .57344884 .26696247 .23099707 9.842662 -.55608654 .20782447 2 "19940429" 16092.25 .57344884 .26696247 .23099707 16092.25 .57344884 .26696247 .23099707 9.686093 -.55608654 .20782447 2 "19940531" 17183.25 .57344884 .26696247 .23099707 17183.25 .57344884 .26696247 .23099707 9.75169 -.55608654 .20782447 2 "19940630" 18897.375 .57344884 .26696247 .23099707 18897.375 .57344884 .26696247 .23099707 9.846778 -.55608654 .20782447 2 "19940729" 20266.75 .57344884 .26696247 .23099707 20266.75 .57344884 .26696247 .23099707 9.916737 -.55608654 .20782447 2 "19940831" 19719 .57344884 .26696247 .23099707 19719 .57344884 .26696247 .23099707 9.889338 -.55608654 .20782447 2 "19940930" 20451.75 .57344884 .26696247 .23099707 20451.75 .57344884 .26696247 .23099707 9.925824 -.55608654 .20782447 2 "19941031" 19346.25 .57344884 .26696247 .23099707 19346.25 .57344884 .26696247 .23099707 9.870254 -.55608654 .20782447 end
Best regards and many thanks in advance,
John
Comment