I believe there is an error in kwallis2. I wrote to the author and he
disagreed. The reason for my concern is the null case. According to my
understanding, if there are only 2 groups, kwallis and kwallis2 should
produce the same pvalues, but they do not. For example, using the auto data
kwallis trunk, by(foreign)
Test: Equality of populations (Kruskal-Wallis test)