distcomp: Comparing distributions

David Kaplan

Stata Journal, 2019, vol. 19, issue 4, 832-848

Abstract: In this article, I introduce the distcomp command, which assesses whether two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. I discuss syntax and the underlying methodology (from Goldman and Kaplan [2018, Journal of Econometrics 206: 143–166]). Multiple examples illustrate the distcomp command, including revisiting the experimental data of Gneezy and List (2006, Econometrica 74: 1365–1384) and the regression discontinuity design of Cattaneo, Frandsen, and Titiunik (2015, Journal of Causal Inference 3: 1–24).

Keywords: distcomp; familywise error rate; ksmirnov; regression discontinuity; treatment effects; comparing distributions (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (11)

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Working Paper: Distcomp: Comparing distributions (2021)
Working Paper: distcomp: Comparing distributions (2021)
Working Paper: distcomp: Comparing distributions (2019)
Working Paper: distcomp: Comparing distributions (2018)
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DOI: 10.1177/1536867X19893626

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