Don't run in a straight line through open space. Weave around the densest woods you can find. Mobs can't path through obstacles as fast as you can. You can slow them down and eventually break line of sight.

If it's a skeleton, it's even easier because they will aggro on other things and get distracted. Conversely, if you lead other things past a skeleton they will be delayed.

They will follow until you shake them, but doing so is not impossible.