Relative Distribution Methods in Stata

The concept of the relative density seems like a fruitful nonparametric approach to studying distributional differences between groups (Handcock and Morris 1999), yet it appears that the technique has gone more or less unnoticed in applied social science research. A scarcity of canned software might be one of the reasons the method is underutilized. Therefore, I present a new Stata command called reldist to plot the relative density, decompose distributional differences into location and shape effects, and compute relative distribution summary measures. The command is illustrated by an application comparing earnings by sex.