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st: Stochastic dominance!

From   "Stephen P. Jenkins" <>
To   <>
Subject   st: Stochastic dominance!
Date   Wed, 22 Apr 2009 08:52:18 +0100


Date: Sun, 19 Apr 2009 20:50:27 +0200
From: "Rao, James" <>
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


In addition to the posts on this subject:

The key issue is whether you need to do statistical inference in
addition to plain estimation (do you need standard errors? do you want
to statistically test for differences?).

FO SD is equivalent to comparisons of cumulative density functions
(plenty of graphical tools in Stata, including -cumul-)

SO SD is equivalent to generalized Lorenz dominance. See -svylorenz-
on SSC which also provides sampling variances for GL ordinates in
addition to estimates.

For some income distribution examples, see:  Jenkins, S.P. 2006.
Estimation and interpretation of measures of inequality, poverty, and
social welfare using Stata. Presentation at North American Stata
Users' Group Meetings 2006, Boston MA.

Professor Stephen P. Jenkins <>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.  
Survival Analysis using Stata:
Downloadable papers and software:

Learn about the UK's new household panel survey, "Understanding

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