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st: RE: Kolmogorov-Smirnov test for the first order stochastic dominance


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Kolmogorov-Smirnov test for the first order stochastic dominance
Date   Mon, 4 Sep 2006 19:46:28 +0100

If -findit- using these keywords produced nothing, 
the answer is that you need to program it yourself, 
use some other software or consider another technque. 

Stata people tend not to be too keen on these little 
tests from the past. There is more information in a 
quantile-quantile plot. 

Nick 
[email protected] 

Chiara
 
> I need to perform the non -parametric Kolmogorov-Smirnov test for 
> first-order stochastic
> dominance of one distributions over another. How can I do it in Stata?
>  The *ksmirnov* command in Stata performs only 
> Kolmogorov-Smirnov tests 
> of the equality of distributions but I also need to determine 
> whether or 
> not a distribution dominates the other.

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