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st: RE: RE: Stata Program to Conduct Tests of Stochastic Dominance?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Stata Program to Conduct Tests of Stochastic Dominance?
Date   Wed, 15 Oct 2003 10:23:22 +0100

Also Somers' d (R. Newson, passim) 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Nick Cox
> Sent: 15 October 2003 10:15
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Stata Program to Conduct Tests of 
> Stochastic Dominance?
> 
> 
> Cruces,GA
>  
> > I was wondering if there is any program - standard or 
> > user-written - to
> > perform tests of dominance between distributions. I only 
> > know ksmirnov
> > for tests of equality of distribution, and there are some 
> > graphic tools
> > to perform similar analisys (glcurve, cdf, etc.). 
> 
> Whenever I see the word "test", I reach for an 
> estimation procedure. 
> 
> If you are comparing distributions of two groups, 
> -ranksum- has a -porder- option which gives an 
> estimate of the probability that the variable
> for the first group is larger than the variable 
> for the second group. This often is more scientific 
> use than a P-value. 
> 
> As Guillermo shows an interest in graphs, I'll 
> mention also -qqplot- (official) and -distplot- (SSC). 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
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