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st: Equality of distributions with probability weights


From   <[email protected]>
To   <[email protected]>
Subject   st: Equality of distributions with probability weights
Date   Fri, 13 Sep 2013 14:54:14 +0000

The problem is this: I have two samples (merged in one dataset) and I want to compare the distributions on some variables between the two samples. Normally, this is quite straightforward with, say, a Kolmogorov-Smirnov test. My problem is that I want to include probability weights in one of the two samples. The Stata ksmirnov routine does not allow for pweights, and neither does the user-written command ksmirnov2. I was wondering if there is a way to do such a thing in Stata? 

With thanks,
Kostas

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