distcomp: Comparing distributions

David Kaplan

2021 Stata Conference from Stata Users Group

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.

Date: 2021-08-07
New Economics Papers: this item is included in nep-isf
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http://fmwww.bc.edu/repec/scon2021/US21_Kaplan.zip

Related works:
Working Paper: Distcomp: Comparing distributions (2021)
Journal Article: distcomp: Comparing distributions (2019)
Working Paper: distcomp: Comparing distributions (2019)
Working Paper: distcomp: Comparing distributions (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon21:2

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