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distcomp: Comparing distributions

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Abstract

The distcomp command is introduced and illustrated. The command assesses whether or not two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. Syntax and the underlying methodology (from Goldman and Kaplan 2018) are discussed. Multiple examples illustrate the distcomp command, including revisiting the experimental data of Gneezy and List (2006) and the regression discontinuity design of Cattaneo, Frandsen, and Titiunik (2015).

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  • David M. Kaplan, 2019. "distcomp: Comparing distributions," Working Papers 1908, Department of Economics, University of Missouri.
    • Handle: RePEc:umc:wpaper:1908
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    1. Atkinson, A B, 1987. "On the Measurement of Poverty," Econometrica, Econometric Society, vol. 55(4), pages 749-764, July.
    2. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
    3. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
    4. Uri Gneezy & John A List, 2006. "Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments," Econometrica, Econometric Society, vol. 74(5), pages 1365-1384, September.
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    Cited by:

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    More about this item

    Keywords

    : st0001; distcomp; familywise error rate; ksmirnov; regression discontinuity; treatment effects;
    All these keywords.

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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