distcomp: Comparing distributions

• Autores: David M. Kaplan
• Localización: The Stata journal, ISSN 1536-867X, Vol. 19, Nº. 4, 2019, págs. 834-848
• Idioma: inglés
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• Resumen

  • In this article, I introduce the distcomp command, which assesses whether two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. I discuss syntax and the underlying methodology (from Goldman and Kaplan [2018, Journal of Econometrics 206:

    143–166]). Multiple examples illustrate the distcomp command, including revisiting the experimental data of Gneezy and List (2006, Econometrica 74: 1365–1384) and the regression discontinuity design of Cattaneo, Frandsen, and Titiunik (2015, Journal of Causal Inference 3: 1–24).