WASSTEST: Stata module to perform a k-sample Wasserstein distance equality-of-distributions test

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: wasstest performs a (optionally weighted) k-sample Wasserstein distance permutation test to assess whether k >= 2 samples come from the same distribution. It is the k-sample generalization of the two-sample Wasserstein test (see Ramdas et al. 2017; Villani 2009). When k > 2, there is no single pairwise comparison to make, so wasstest instead compares each group's empirical CDF to the (weighted) pooled empirical CDF of all groups combined.

Language: Stata
Requires: Stata version 11
Keywords: equality of distributions; k-sample; comparisons (search for similar items in EconPapers)
Date: 2025-12-24, Revised 2026-08-20
Note: This module should be installed from within Stata by typing "ssc install wasstest". 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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http://fmwww.bc.edu/repec/bocode/w/wasstest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wasstest.sthlp help file (text/plain)

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