Hi everyone,
I am working on a research project in public policy and I am testing kurtosis for on the year-to-year budget changes (as %) in different policy areas. In the literature we know there will more than likely be L-kurtosis so I want to take it one step further.
I would like to use the kurtosis statistic as a dependent variable in a regression in order to test the significance and magnitude of how different policy factors impact the normality of each policy area. So far I haven't found anywhere that says I couldn't use the kurtosis statistic as a dependent variable but I wanted to get a second opinion.
Thanks,
Darrin
I am working on a research project in public policy and I am testing kurtosis for on the year-to-year budget changes (as %) in different policy areas. In the literature we know there will more than likely be L-kurtosis so I want to take it one step further.
I would like to use the kurtosis statistic as a dependent variable in a regression in order to test the significance and magnitude of how different policy factors impact the normality of each policy area. So far I haven't found anywhere that says I couldn't use the kurtosis statistic as a dependent variable but I wanted to get a second opinion.
Thanks,
Darrin