DISTCOMP: Stata module to compare distributions

David Kaplan

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 12
Keywords: distributions; comparison (search for similar items in EconPapers)
Date: 2021-10-13
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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/distcomp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/distcomp.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/distcomp_examples.do sample do-file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459001

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().