In September 2006, Stas Kolenikov pointed out that the Stata
implementation of the Kolmogorov-Smirnov test (-ksmirnov-) produces
flawed results on discrete data and that this could be fixed easily
(http://www.stata.com/statalist/archive/2006-09/msg00483.html).
As far as I can see, there has been no reaction to Stas' message on
statalist and, although the date of the current -ksmirnov- version is
19dec2006, the program still does not seem to produce correct results
nor does it issue a warning if ties are encountered.
I came across this -ksmirnov- issue today while trying to use the
program in some analyses. After being puzzled for a while I realized
what the problem was an then did a Statalist search. Although I now
have my own adaption of the program to serve my needs, I would really
like to see -ksmirnov- handle discrete data correctly or, at least,
issue a warning or error message. Chances are really high that one
does not notice the problem, if there is only a moderate amount of
ties in the data.
ben
And, by the way, it would be a piece of cake to make the program work
with fweights.
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