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st: -ksmirnov- for discrete data


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: -ksmirnov- for discrete data
Date   Thu, 8 Mar 2007 15:23:26 +0100

In September 2006, Stas Kolenikov pointed out that the Stata
implementation of the Kolmogorov-Smirnov test (-ksmirnov-) produces
flawed results on discrete data and that this could be fixed easily
(http://www.stata.com/statalist/archive/2006-09/msg00483.html).

As far as I can see, there has been no reaction to Stas' message on
statalist and, although the date of the current -ksmirnov- version is
19dec2006, the program still does not seem to produce correct results
nor does it issue a warning if ties are encountered.

I came across this -ksmirnov- issue today while trying to use the
program in some analyses. After being puzzled for a while I realized
what the problem was an then did a Statalist search. Although I now
have my own adaption of the program to serve my needs, I would really
like to see -ksmirnov- handle discrete data correctly or, at least,
issue a warning or error message. Chances are really high that one
does not notice the problem, if there is only a moderate amount of
ties in the data.

ben

And, by the way, it would be a piece of cake to make the program work
with fweights.
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