dstat: A new command for the analysis of distributions

Ben Jann

2021 Stata Conference from Stata Users Group

Abstract: In this talk, I will present a new Stata command that unites a variety of methods to describe (univariate) statistical distributions. Covered are density estimation, histograms, cumulative distribution functions, probability distributions, quantile functions, Lorenz curves, percentile shares, and a large collection of summary statistics, such as classical and robust measures of location, scale, skewness, and kurtosis, as well as inequality, concentration, and poverty measures. Particular features of the command are that it provides consistent standard errors supporting complex sample designs for all covered statistics and that the simultaneous analysis of multiple statistics across multiple variables and subpopulations is possible. Furthermore, the command supports covariate balancing based on reweighting techniques (inverse probability weighting and entropy balancing), including appropriate correction of standard errors. Standard-error estimation is implemented in terms of influence functions, which can be stored for further analysis, for example, in RIF regressions or counterfactual decompositions.

Date: 2021-08-07
New Economics Papers: this item is included in nep-isf and nep-rmg
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http://fmwww.bc.edu/repec/scon2021/US21_Jann.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon21:1

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