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distcomp: Comparing distributions

Author

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  • 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
    as

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    File URL: http://fmwww.bc.edu/repec/scon2021/US21_Kaplan.zip
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    References listed on IDEAS

    as
    1. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
    2. Atkinson, A B, 1987. "On the Measurement of Poverty," Econometrica, Econometric Society, vol. 55(4), pages 749-764, July.
    3. Uri Gneezy & John A List, 2006. "Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments," Econometrica, Econometric Society, vol. 74(5), pages 1365-1384, September.
    4. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
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    Citations

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    Cited by:

    1. David M. Kaplan, 2024. "Inference on Consensus Ranking of Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 839-850, July.
    2. Wellhausen, Rachel L, 2023. "Waste Not, Want Not: Tariffs as Environmental Protection," Institute on Global Conflict and Cooperation, Working Paper Series qt40m4179x, Institute on Global Conflict and Cooperation, University of California.
    3. Ayllón, Sara, 2022. "Online teaching and gender bias," Economics of Education Review, Elsevier, vol. 89(C).
    4. Getahun, Tigabu D. & Fetene, Gebeyehu M. & Baumüller, Heike & Kubik, Zaneta, 2024. "Gender gaps in wages and nonmonetary benefits: Evidence from Ethiopia’s manufacturing sector," Discussion Papers 344126, University of Bonn, Center for Development Research (ZEF).
    5. Millemaci, Emanuele & Monteforte, Fabio & Temple, Jonathan R. W., 2023. "Have autocrats governed for the long term?," SocArXiv w8khb, Center for Open Science.
    6. Heyman, Fredrik & Norbäck, Pehr-Johan & Persson, Lars, 2017. "Talent, Career Choice and Competition: The Gender Wage Gap at the Top," Working Paper Series 1169, Research Institute of Industrial Economics, revised 06 Mar 2023.
    7. Getahun, Tigabu D. & Fetene, Gebeyehu M. & Baumüller, Heike & Kubik, Zaneta, 2024. "Exploring the relationship between job quality and firm productivity in the manufacturing sector: Panel data evidence from Ethiopia," Discussion Papers 344125, University of Bonn, Center for Development Research (ZEF).
    8. Fetene, Gebeyehu Manie & Balew, Solomon & Abro, Zewdu & Kassie, Menale & Tefera, Tadele, 2021. "Push-Pull Technology As a Climate-Smart Integrated Pest Management Strategy in Southern Ethiopia," 2021 Conference, August 17-31, 2021, Virtual 315246, International Association of Agricultural Economists.
    9. Zewdu Abro & Gebeyehu Manie Fetene & Menale Kassie & Tigist Mekonnen Melesse, 2023. "Socioeconomic burden of trypanosomiasis: Evidence from crop and livestock production in Ethiopia," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(3), pages 785-799, September.
    10. 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.

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    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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