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From |
n j cox <n.j.cox@durham.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: Re: st: RE: KSmirnov: testing for first order stochastic dominance |

Date |
Fri, 05 Oct 2007 11:26:58 +0100 |

I was under the impression that discreteness and Kolmogorov-Smirnov were not the best of friends. There's been some discussion of this on the list: search the archives. Somers' d might be more serviceable. That has the advantage that you measure, as well as test. . findit somersd Nick n.j.cox@durham.ac.uk Pedro The case should be simple: I have a large random sample of individuals, some of which are black and some of which are white. I am testing whether the distribution of a (discrete) outcome of whites dominates that of blacks, i.e. whether one of the conditional distributions dominates the other. In principle, this should correspond to doing a Ksmirnov test on the conditional cdf's in which the alternative hypothesis would be that the cdf of whites is always above that of blacks. I am however unsure about how to do this in practice. >> I need to test for first order stochastic dominance, contrasting two >> discrete distributions. The KSmirnov command could in >> principle be useful, >> but I am unsure about how to make it operational in testing >> for stochastic >> dominance. * * 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/

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