CVMTEST: Stata module to perform a two-sample Cramer-von Mises equality-of-distributions test

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: cvmtest performs a two-sample Cramer-von Mises (CVM) permutation test to assess whether two samples come from the same distribution. The CVM statistic measures the integrated squared difference between the empirical cumulative distribution functions (ECDFs) of the two samples. The permutation test provides an exact p-value by comparing the observed statistic to its distribution under random reassignment of group labels.

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

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