In this article, I introduce the distcomp command, which assesses whether two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. I discuss syntax and the underlying methodology (from Goldman and Kaplan [2018, Journal of Econometrics 206: 143–166]). Multiple examples illustrate the distcomp command, including revisiting the experimental data of Gneezy and List (2006, Econometrica 74: 1365–1384) and the regression discontinuity design of Cattaneo, Frandsen, and Titiunik (2015, Journal of Causal Inference 3: 1–24).

在本文中，我介绍了distcomp命令，该命令可以评估两个分布在每个可能的值上是否不同，同时即使在有限样本中，也可以控制任何假阳性的可能性。我讨论了语法和底层方法（来自Goldman和Kaplan [2018，Journal of Econometrics 206：143-166]）。多个示例说明了distcomp命令，包括重新研究了Gneezy和List（2006，Econometrica 74：1365-1384）的实验数据以及Cattaneo，Frandsen和Titiunik的回归不连续性设计（2015年，因果推断杂志3：1–24） ）。