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DISTCOMP: Stata module to compare distributions

Author

Listed:
  • David M. Kaplan

    (University of Missouri)

Programming Language

Stata

Abstract

distcomp identifies the ranges over which two distributions are statistically significantly different, controlling the probability of any false positive (i.e., the familywise error rate) even in finite samples. It can also be used to assess restricted stochastic dominance. Goodness-of-fit results like those from ksmirnov are also provided; distcomp avoids ksmirnov's well-known problem of low power in the tails.

Suggested Citation

  • David M. Kaplan, 2021. "DISTCOMP: Stata module to compare distributions," Statistical Software Components S459001, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459001
    Note: This module should be installed from within Stata by typing "ssc install distcomp". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/d/distcomp.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/distcomp.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/distcomp_examples.do
    File Function: sample do-file
    Download Restriction: no
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    More about this item

    Keywords

    distributions; comparison; Stata;
    All these keywords.

    Statistics

    Access and download statistics

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