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Re: st: Re: Stochastic Dominance Analysis

From   "Roger B. Newson" <>
Subject   Re: st: Re: Stochastic Dominance Analysis
Date   Wed, 11 Dec 2013 07:06:15 +0000

I don't know what SDRF and SERF stand for. However, the -somersd- package cn be downloaded from SSC, and measures stochastic dominance using Somers' D and other parameters. Te online help for -somersd- gives many references for further reading. Another useful package, also downloadable from SSC, is Nick Cox's -domdiag-, which creates graphic dominance diagrams.

I hope this helps.

Best wishes


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology, Occupational Medicine
and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

On 11/12/2013 06:38, Peter Maclean wrote:
I would like to do some stochastic dominance analysis to compae two distributions and I was just wondering if anyone knows how to conduct Stochastic Dominance with respect to a function (SDRF) and/or Stochastic efficiency with respect to a function (SERF) in stata.

Peter Maclean
Department of Economics
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