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MMD_2S: Stata module to perform Two-sample Maximum Mean Discrepancy (MMD) test

Author

Listed:
  • Andres Talavera Cuya

    (Direccion Nacional de Censos y Encuestas -- INEI Peru)

Programming Language

Abstract

mmd_2s tests the null hypothesis that two independent samples were drawn from the same distribution, using a Maximum Mean Discrepancy (MMD) statistic with an RBF (Gaussian) kernel and a bootstrap p-value.

Suggested Citation

  • Andres Talavera Cuya, 2026. "MMD_2S: Stata module to perform Two-sample Maximum Mean Discrepancy (MMD) test," Statistical Software Components S459820, Boston College Department of Economics, revised 30 Jul 2026.
    • Handle: RePEc:boc:bocode:s459820
    Note: This module should be installed from within Stata by typing "ssc install mmd_2s". The module is made available under terms of the GPL v3 license.
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mmd_2s.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mmd_2s.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mmd_2s_es.sthlp
    File Function: help file
    Download Restriction: no
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