Re: [Gretl-users] Excess kurtosis
On Wed, 7 Mar 2012, Peter Tozer wrote:
This may seem a simple question, but is the excess kurtosis value
calculated by GRETL in the summary statistics command, the excess
above the value 3...
Yes, that's the meaning of "excess kurtosis" (and there's a reason
why gretl uses this unambiguous label rather than just "kurtosis",
which may or mean not mean kurtosis minus 3).
I would like to know as I am trying to determine if several
distributions I have are significantly different from the normal
distributions [...]
Have you found the "normtest" command? It includes just about all
the variants you might wish for.
Allin Cottrell