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distcomp: Comparing distributions

Author

Listed:
  • David Kaplan

    (University of Missouri)

Abstract

I developed the distcomp command to help Stata users compare distributions using recent methodology from the econometrics literature (Goldman and Kaplan 2018; https://doi.org/10.1016/j.jeconom.2018.04.003). Goodness-of-fit tests like ksmirnov simply test the null hypothesis that two distributions are identical; the test can only reject or accept. Providing more information, distcomp identifies specific intervals on which the distributions' difference is statistically significant, while still controlling the false-positive rate appropriately. A secondary benefit of distcomp is its improved power in the tails compared with ksmirnov.

Suggested Citation

  • David Kaplan, 2021. "distcomp: Comparing distributions," 2021 Stata Conference 2, Stata Users Group.
  • Handle: RePEc:boc:scon21:2
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    File URL: http://fmwww.bc.edu/repec/scon2021/US21_Kaplan.zip
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    14. S. S. Swathysree & Manisha Chakrabarty & Debopriti Bhattacharya, 2023. "Getting Real in the Real Consumption Expenditure: A Case of Rural India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 817-846, December.
    15. Barbara Boelmann, 2024. "Women’s Missing Mobility and the Gender Gap in Higher Education: Evidence from Germany’s University Expansion," ECONtribute Discussion Papers Series 280, University of Bonn and University of Cologne, Germany.
    16. Stefano Boscolo, 2019. "Quantifying the Redistributive Effect of the Erosion of the Italian Personal Income Tax Base: A Microsimulation Exercise," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2019(2), pages 39-80.

    More about this item

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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