Relative distribution analysis in Stata

In this article, I discuss the method of relative distribution analysis and present Stata software implementing various elements of the methodology. The relative distribution is the distribution of the relative ranks that the outcomes from one distribution take on in another distribution. The methodology can be used, for example, to compare the distribution of wages between men and women. The presented software, reldist, estimates the relative cumulative distribution and the relative density, as well as the relative polarization, divergence, and other summary measures of the relative ranks. It also provides functionality such as location and shape decompositions or covariate balancing. Statistical inference is implemented in terms of influence functions and supports estimation for complex samples.