Thanks to Kit Baum, an update to dstat is available from SSC. To obtain the update, type
Code:
. ssc install dstat, replace
or use the adoupdate command.

I fixed a number of bugs and made various additions to dstat summarize:
  • group-decomposition for inequality measures (within and between MLD/Theil/generalized entropy; between Gini, across groups average Gini/MLD/Theil/generalized entropy)
  • additional rank correlation measures (Kendall's tau-a, tau-b, Somers' D, Krukal's gamma)
  • diversity indices for categorical data (Herfindahl–Hirschman index, Gini impurity, Shannon entropy, Hill numbers, Rényi entropy)
  • association measures for categorical data (mutual information index, uncertainty coefficient/H index, Cramér's V, Duncan's D)
As usual, all statistics come with influence-function based standard errors.
ben