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  • Comparing four distributions

    What are the well-accepted tests to compare distributions?
    Essentially, I have data in the following form
    obs_id, dependent_var, property_1, property_2, property_3, group_id
    where obs_id is the observation id
    group_id tells us which group (control, treatment 1, treatment 2, treatment 3) the observation belongs to.

    I would like to test for each property whether the distributions are similar, so, e.g. if property_1 is age
    I would like to see whether each group has a similar distribution of age or not.
    I have come across Mann–Whitney–Wilcoxon, but not sure I understood the test or how to interpret its results. And it seems like, this allows comparing only 2 groups.
    Last edited by Pratap Pundir; 19 Apr 2022, 20:36.
    Thank you for your help!

    Stata SE/17.0, Windows 10 Enterprise

  • #2
    You're correct. (Wilcoxon-)Mann-Whitney is for comparisons of two groups. Kruskal-Wallis and ANOVA are possibilities for three or more groups.

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    • #3
      Pratap:
      why not interacting -property_n- with -group_id- as predictors of a given regression?
      Kind regards,
      Carlo
      (StataNow 18.5)

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