Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Kolmogorov-Smirnov test for the first order stochastic dominance


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Kolmogorov-Smirnov test for the first order stochastic dominance
Date   Mon, 4 Sep 2006 19:46:28 +0100

If -findit- using these keywords produced nothing, 
the answer is that you need to program it yourself, 
use some other software or consider another technque. 

Stata people tend not to be too keen on these little 
tests from the past. There is more information in a 
quantile-quantile plot. 

Nick 
n.j.cox@durham.ac.uk 

Chiara
 
> I need to perform the non -parametric Kolmogorov-Smirnov test for 
> first-order stochastic
> dominance of one distributions over another. How can I do it in Stata?
>  The *ksmirnov* command in Stata performs only 
> Kolmogorov-Smirnov tests 
> of the equality of distributions but I also need to determine 
> whether or 
> not a distribution dominates the other.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index