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DSTAT: Stata module to compute summary statistics and distribution functions including standard errors and optional covariate balancing

Author

Listed:
  • Ben Jann

    (University of Bern)

Programming Language

Stata

Abstract

dstat unites a variety of methods to describe (univariate) statistical distributions. Covered are density estimation, histograms, cumulative distribution functions, probability distributions, quantile functions, lorenz curves, percentile shares, and a large collection of summary statistics such as classical and robust measures of location, scale, skewness, and kurtosis, as well as inequality and poverty measures. Particular features of the command are that it provides consistent standard errors supporting complex sample designs for all covered statistics and that the simultaneous analysis of multiple variables across multiple subpopulations is possible. Furthermore, the command supports covariate balancing based on reweighting techniques (inverse probability weighting and entropy balancing), including appropriate correction of standard errors. Standard error estimation is implemented in terms of influence functions, which can be stored for further analysis, for example, using RIF regression.

Suggested Citation

  • Ben Jann, 2020. "DSTAT: Stata module to compute summary statistics and distribution functions including standard errors and optional covariate balancing," Statistical Software Components S458874, Boston College Department of Economics, revised 24 Mar 2023.
  • Handle: RePEc:boc:bocode:s458874
    Note: This module should be installed from within Stata by typing "ssc install dstat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/d/dstat.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/d/dstat_svyr.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/d/dstat.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/d/dstat.zip
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