The file describe how to install the set of files to run the tests of Lorenz Dominance in STATA.
For details on the properties of these tests see Barrett, Donald and Bhattacharya, 2014, "Consistent Nonparametric
Tests of Lorenz Dominance" Journal of Business and Economic Statistics, 32(1), 1-13.
(i) ldtest.zip
For use with Independent Samples.
The set of files consists of:
ldtest.ado
emplorenz.mo (compiled MATA code for estimating empirical Lorenz curves)
lorinterpol.mo (compiled MATA code for interpolating empirical Lorenz curve ordinates at predetermined points)
lorintegration.mo (compiled MATA code for integrating positive difference between two empirical Lorenz curves)
ldbootpvalue4.mo (compiled MATA code for implementing the nonparametric bootstrap to calculate test p-values)
ldtest.smcl (STATA help file)
I have included Compiled Mata files as this avoids having STATA recompile the code with each call to the test command.
Download the set of compressed files, ldtest.zip, and unzip into the folder containing your personal STATA ado files.
e.g. c:\ado\personal
Within STATA, type
help ldtest
to view command syntax and options.
(ii) ldtestmp.zip
For use with Matched Pair (mp) samples.
The set of files consists of:
ldtestmp.ado
ldbootpvaluemp.mo (compiled MATA code for implementing the nonparametric bootstrap to calculate test p-values)
ldtestmp.smcl (STATA help file)
NOTE: It is necessary to also install ldtest.zip before running ldtestmp within STATA - as the additional *.mo
are called from within ldtestmp.ado
Download the set of compressed files, ldtestmp.zip, and unzip into the folder containing your personal STATA ado files.
e.g. c:\ado\personal
Within STATA, type
help ldtestmp
to view command syntax and options.