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Re: st: RE: RE: Stochastic dominance!


From   Richard Palmer-Jones <richard.palmerjones@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: Stochastic dominance!
Date   Mon, 20 Apr 2009 16:36:07 +0100

For a basic example of stochastic dominance of expenditure
distributionsd up to different poverty lines up do see
http://ww2.lafayette.edu/~stifeld/dsstata.html

richard

On Mon, Apr 20, 2009 at 4:12 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> James Rao <James.Rao@agr.uni-goettingen.de>:
> Note that second-order stochastic dominance (SOSD) is essentially the
> same thing as generalized Lorenz dominance, so
>  findit glcurve
> and see p.25 of http://stata-press.com/journals/stbcontents/stb48.pdf
> for graphs, and see e.g.
> http://www.mcgill.ca/files/economics/stochasticdominance.pdf
> on inference.  You might get better advice with more specifics on what
> two distributions you want to analyze, and what your data looks like..
>
> On Mon, Apr 20, 2009 at 9:00 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>> In addition to Roger's excellent suggestions I'd underline the value of
>> graphical comparison too, for example using -qqplot- and the ideas
>> covered in
>>
>> SJ-7-2  gr0027  . .  Stata tip 47: Quantile-quantile plots without
>> programming
>>        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N.
>> J. Cox
>>        Q2/07   SJ 7(2):275--279                                 (no
>> commands)
>>        tip on producing various quantile-quantile (Q-Q) plots
>>
>> In essence, comparing the distribution functions graphically -- or
>> equivalently the quantile functions -- should complement, and may tell
>> you more than, any omnibus measure or test.
>>
>> Nick
>> n.j.cox@durham.ac.uk
>>
>> Newson, Roger B
>>
>> 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
>> http://www.stata-journal.com/
>>
>> Rao, James
>>
>> 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!
>
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