Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Stata Program to Conduct Tests of Stochastic Dominance?
Date   Wed, 15 Oct 2003 10:14:56 +0100

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 
[email protected] 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index