ADTEST: Stata module to perform a k-sample Anderson-Darling 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: adtest performs a (optionally weighted) k-sample Anderson-Darling (AD) permutation test to assess whether k >= 2 samples come from the same distribution, as proposed by Scholz and Stephens (1987). It is the k-sample generalization of the two-sample Anderson and Darling test (1952). When k > 2, there is no single pairwise comparison to make, so adtest 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; weighting (search for similar items in EconPapers)
Date: 2025-12-24, Revised 2026-08-05
Note: This module should be installed from within Stata by typing "ssc install adtest". 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/a/adtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/adtest.sthlp help file (text/plain)

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