The command distcomp (distribution comparison) is now available on SSC, thanks to Kit Baum. It's like ksmirnov but tells you where (not just if) distributions differ, and has better power in the tails, and can be used to assess restricted stochastic dominance. Details are at
https://kaplandm.github.io/#distcomp
including a link to the Stata Journal article.

If you have questions, please email me or mention me (@David Kaplan) in your Statalist post (so I get notified); I'm happy to try to help. =)

Dave