I was under the impression that discreteness and Kolmogorov-Smirnov
were not the best of friends. There's been some discussion of this on
the list: search the archives.
Somers' d might be more serviceable. That has the advantage that
you measure, as well as test.
. findit somersd
Nick
[email protected]
Pedro
The case should be simple: I have a large random sample of individuals,
some of which are black and some of which are white. I am testing whether
the distribution of a (discrete) outcome of whites dominates that of
blacks, i.e. whether one of the conditional distributions dominates the
other.
In principle, this should correspond to doing a Ksmirnov test on the
conditional cdf's in which the alternative hypothesis would be that the cdf
of whites is always above that of blacks. I am however unsure about how to
do this in practice.
>> I need to test for first order stochastic dominance, contrasting two
>> discrete distributions. The KSmirnov command could in
>> principle be useful,
>> but I am unsure about how to make it operational in testing
>> for stochastic
>> dominance.
*
* 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/
