DSTAT: Stata module to compute summary statistics and distribution functions including standard errors and optional covariate balancing

Ben Jann

Statistical Software Components from Boston College Department of Economics

Abstract: dstat 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 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 variables across multiple 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, using RIF regression.

Language: Stata
Requires: Stata version 14 and moremata, coefplot from SSC (q.v.)
Keywords: distribution function; density estimation; histogram; quantiles; summary statistics; robust statistics; lorenz curves; percentile shares; inequality measures; poverty measures; Gini coefficient; inverse probability weighting; entropy balancing; reweighting; influence function; recentered influence function; RIF (search for similar items in EconPapers)
Date: 2020-11-24, Revised 2023-03-24
Note: This module should be installed from within Stata by typing "ssc install dstat". 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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/dstat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dstat_svyr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dstat.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dstat.zip zipped contents (application/zip)

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