Thanks as always to Kit Baum, a new version of the wridit package is now available for download from SSC. In Stata, use the ssc command to do this, or adoupdate if you already have an old version of wridit.

The wridit package is described as below on my website. The new version has been updated to Stata Version 16, and now has a new module fridit, computing foreign ridits, which are ridits defined with respect to a distribution stored in an existing data frame. Tis mght enable us to define ridits for an x-variable in a test set with respect to the distribution of a variable with the same name in a trainng set.

Users of Stata Versions 10 to 15 can still download the old Stata 10 version of wridit from my website by typing, in Stata,

net from "https://ift.tt/2neTMC9"

and selecting and downloading the old wridit.

Best wishes

Roger

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package wridit from http://www.rogernewsonresources.org.uk/stata16
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TITLE
wridit: Generate weighted ridits

DESCRIPTION/AUTHOR(S)
wridit inputs a variable and generates its weighted ridits.
If no weights are provided, then all weights are assumed
equal to 1, so unweighted ridits are generated. Zero weights
are allowed, and imply that the ridits calculated for the
observations with zero weights will refer to the distribution
of weights in the observations with nonzero weights. fridit
inputs a variable and generates its weighted foreign ridits,
with respect to a distribution identified by the data in a
data frame.

Author: Roger Newson
Distribution-Date: 25october2020
Stata-Version: 16

INSTALLATION FILES (click here to install)
wridit.ado
fridit.ado
wridit.sthlp
fridit.sthlp
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