A new Stata command for computing and graphing percentile shares

Percentile shares provide an intuitive and easy-to-understand way for analyzing income or wealth distributions. A celebrated example is the top income shares sported by the works of Thomas Piketty and colleagues. Moreover, series of percentile shares, defined as differences between Lorenz ordinates, can be used to visualize whole distributions or changes in distributions. In this talk, I present a new command called pshare that computes and graphs percentile shares (or changes in percentile shares) from individual level data. The command also provides confidence intervals and supports survey estimation.