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st: RE: Stochastic dominance!

From   "Newson, Roger B" <>
To   "''" <>
Subject   st: RE: Stochastic dominance!
Date   Sun, 19 Apr 2009 20:01:25 +0100

I don't know what you mean by "2nd order stochastic dominance". However, stochastic dominance is usually measured using either Somers' D and Harrell's c. Confidence intervals for both of those can be calculated using the -somersd- package, downloadable from SSC using the -ssc- command. The -somersd- package is distributed with 3 .pdf manuals, which can be downloaded as ancillary files. The on-line help for -somersd- refers to some Stata Journal articles on the subject, which may be downloadable from the Stata Journal website at

I hope this helps.

Best wishes


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: [] On Behalf Of Rao, James
Sent: 19 April 2009 19:50
Subject: st: Stochastic dominance!


I would like to do some stochastic dominance analysis to compae two
distributions and I was just wondering if anyone knows how to conduct 1st and
2nd order stochastic dominance analysis in stata!
Rao E.O. James (Msc)
Research Associate/PhD Student

Department of Agricultural Economics and Rural Development
Georg-August University of Göttingen
Platz der Gottinger Sieben 5
37073 Göttingen, Germany.
Tell:+49-551-394443 (Office)

Courage is not the absence of fear but the triumph over it ... so fear not to
fear ... but strive to overcome fear!

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