You might try the Kolmogorov-Smirnov equality of distributions test. See
ksmirnov.
Scott
----- Original Message -----
From: "Ada Ma" <[email protected]>
To: <[email protected]>
Sent: Thursday, January 16, 2003 9:02 AM
Subject: st: comparing distributions
> Hello.
>
> It's a statistics question as well as a stata question.
>
> I need to compare two sets of data with the same variables. Other than
> looking at the percentiles and quantiles of the two data sets, what can I
> do? Are there any test, both parametric and nonparametric, that would allow
> me to do something like that?
>
> Are there Stata commands that would help me on this aspect too???
>
> Many thanks in advance.
>
> Ada Ma
> Department of Economics
> University of Aberdeen, Scotland
> [email protected]
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