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st: stochastic dominance using ksmirnov


From   Selen Sarisoy Guerin <selensarisoy@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: stochastic dominance using ksmirnov
Date   Thu, 28 Jun 2012 10:29:24 +0200

Dear All

I would like to establish stochastic dominance of TFP of exporting firms over domestic firms and also TFP of MNEs over exporting firms.
As is standard I would like to use two-sided and one-sided ksmirnov test in STATA. It is straightforward how this is done using two-sided Ksmirnov but can someone help me with the one-sided ksmirnov. 

Basicly the one-sided ksmirnov should test the null hypothesis that the F(D)-F(DX)>0 (i.e cumulative distribution function of TFP for domestic firms is greater than cumulative distribution function of of TFP of exporters).

The way the dataset is set-up: the dummy for D is when 1 when the firm is Domestic and 0 when an exporter.

Any help would be much appreciated.

Selen S
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