topic Re: KS vs D. Which one to use? in SAS Forecasting and Econometrics

KS vs D. Which one to use?

Toni2 — Fri, 06 May 2022 09:51:30 GMT

i have more than 100 variables and use npar1way to estimate KS.

My aim is each variable to be tested based on the class variable

proc npar1way edf data=mydata noprint; class source; var &val; output out=stat ks; run;

Below is an example of the outcome for one variable. My question is, do i need to use the KS or the D statistic?

Kolmogorov-Smirnov Two-Sample Test (Asymptotic)

KS	0.038621	D	0.1039
KSa	1.07377	Pr > KSa	0.1991

Re: KS vs D. Which one to use?

PaigeMiller — Fri, 06 May 2022 11:01:58 GMT

For comparing two different distributions, look at the graphic at Wikipedia, D is the size vertically of the black arrow, it is the maximum vertical difference between the two distribution. That's the one you want.

The documentation explains the difference: https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_npar1way_details24.htm

Re: KS vs D. Which one to use?

Toni2 — Fri, 06 May 2022 11:11:22 GMT

thank you 🙂