Here is some Stata code I wrote back in 2017. A colleague asked how to perform a Kolmogorov-Smirnov test in Stata when there are more than two groups. I was surprised to find that such a test is not implemented in Stata, nor widely implemented in general. I thought perhaps that this was because such a test did not exist. On the contrary, a k-sample analogue to the Kolmogorov-Smirnov test was developed back in 1959 by Jack Kiefer, a mathematical statistician at Cornell.