Stata module to compute summary statistics and distribution functions including standard errors and optional covariate balancing
dstat unites a variety of methods to describe (univariate)
statistical distributions. Covered are density estimation, histograms,
cumulative distribution functions, probability distributions, quantile
functions, lorenz curves, percentile shares, and a large collection
of summary statistics such as classical and robust measures of location, scale,
skewness, and kurtosis, as well as inequality and poverty measures. Particular
features of the command are that it provides consistent standard errors
supporting complex sample designs for all covered statistics and that the
simultaneous analysis of multiple variables across multiple subpopulations is
possible. Furthermore, the command supports covariate balancing based on
reweighting techniques (inverse probability weighting and entropy balancing),
including appropriate correction of standard errors. Standard error estimation
is implemented in terms of influence functions, which can be stored
for further analysis, for example, using RIF regression.
To install dstat from the SSC Archive, type
. ssc install dstat, replace
in Stata. Stata version 14 or newer is required. Furthermore, moremata and
coefplot are required. To install these packages from the SSC Archive, type
. ssc install moremata, replace
. ssc install coefplot, replace
Installation from GitHub:
. net install dstat, replace from(https://raw.githubusercontent.com/benjann/dstat/main/)
. net install moremata, replace from(https://raw.githubusercontent.com/benjann/moremata/master/)
. net install coefplot, replace from(https://raw.githubusercontent.com/benjann/coefplot/master/)
Main changes:
22dec2020 (version 1.1.0)
- results for statistics mad(0,0), madn(0,0), mae(0), and maen(0) were wrong
in case of weights; this is fixed
16dec2020 (version 1.0.9)
- new subopions -contrast()-, -ratio-, -lnratio-, and -accumulate- in -over()-
- new -common- option in -dstat density-, -dstat histogram-, and -datat [c]cdf-
- new display options -cref- and -pvalue-
- citype() now sets CI to missing if value of coef is outside domain of
transformation function
- option select() in -dstat graph- can now contain -reverse- instead of a
numlist
11dec2020 (version 1.0.8)
- cluster variable in vce(cluster) can now be string
- over(..., rescale) now implemented as subcommand-specific option
-unconditional-; -unconditional(fixed)- added to treat subpopulation
sizes as fixed
- dstat cdf/ccdf: specifying -ipolate- together with -floor- returned error; this
is fixed
10dec2020 (version 1.0.7)
- vce(analytic/cluster, svy)
o svy was not taken into account if no clusters and no weights, iweights, or
fweights were specified; this is fixes
o revised code to preserve memory and avoid double work
- for reasons of consistency, in case of iweights, the sum of weights is now
reported in e(N) instead of the physical number of observations
09dec2020 (version 1.0.6)
- new option select() in -dstat graph- to select and order subgraphs and plots
- new suboption select() in over(): select and order subpopulations to be included
in results; total will still include obs from all groups
- new suboption -rescale- in over(): rescale results by the relative size of the
subpopulation
- suboption -svy- in vce(analytic) and vce(cluster) to compute SEs for
frequencies and totals like svy does
- new statistics: min, max, range, midrange (IFs/SEs will be set to zero for
these statistics)
- vce(svy), vce(bootstrap), and vce(jackknife) now feature suboption [no]cov to
decide whether to store full e(V) or only e(se); default is -cov- for
-dstat summarize- and -nocov- else; with vce(svy) option -nocov- also removes
auxiliary covariance matrices such as e(V_srs)
- dstat density: standard errors were correct only in the first subpopulation
if -over()- was specified together with -exact-; this is fixed
05dec2020 (version 1.0.5)
- new -dstat ccdf- command for complementary CDF (tail distribution, survival
function)
- -dstat cdf- has new options -frequency-, -percent-, -floor-, and -ipolate-
- additional statistics: total(), cdff(), ccdf(), ccdfm(), ccdff()
- statistics trim(p1,p2) and winsor(p1,p2) now documented; furthermore, qdef()
is now taken into account by trim() and winsor()
- option -sum- in -dstat lorenz- and -dstat share- now documented
- statistics tlorenz(), tshare(), tccurve(), tcshare() now documented
- option generate() has a new -svy- suboption to generated scores for survey
estimation instead of influence functions; this is only makes a difference for
unnormalized statistics (frequencies, totals)
- VCE for unnormalized statistics (frequencies, totals) did not take account of
the extra uncertainty induced by the variability of the sum of weights in the
context of survey estimation; this is fixed
- confidence limits had wrong scale if -percent- was specified, citype() was not
normal, and width of confidence interval was zero; this is fixed
- predict after survey estimation with subpop() returned missing in observations
outside subpop(); the IFs for these observations are now set to 0
- revised code of some IFs to avoid double work; affected functions are
dstat_density_IF(), dstat_cdf_IF(), dstat_sum_hist(), dstat_sum_cdf(),
dstat_sum_cdfm(), dstat_sum_freq()
- now using pstyle(p#line) instead of pstyle(p#) in graphs if appropriate
- no longer using mm_repeat(); using J() instead
27nov2020 (version 1.0.4)
- "version, user" issue now finally fixed (hopefully); the issue was related
to -set dp comma-
27nov2020 (version 1.0.3)
- yet another try to fix the "version, user" issue
27nov2020 (version 1.0.2)
- graph option -merge- added
- added code to circumvent the "version, user" error that appears to occur
in some variants of Stata installations
24nov2020 (version 1.0.1)
- issues encountered with regexr() in Stata 14; no longer using regexr()
- fixed another awkward Stata 14 issue
24nov2020 (version 1.0.0):
- dstat released on GitHub