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st: RE: RE: Stata Program to Conduct Tests of Stochastic Dominance?
Also Somers' d (R. Newson, passim)
> -----Original Message-----
> From: firstname.lastname@example.org
> [mailto:email@example.com]On Behalf Of Nick Cox
> Sent: 15 October 2003 10:15
> To: firstname.lastname@example.org
> Subject: st: RE: Stata Program to Conduct Tests of
> Stochastic Dominance?
> > 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).
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