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From |
khigbee@stata.com |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: pctile, xtile methods |

Date |
Mon, 09 Jun 2003 17:50:59 -0500 |

Patrick Joly <Joly.Patrick@ic.gc.ca> points out what I think is a problem in -pctile-. He talks about both -pctile- and -xtile- and indicates the problem is with -xtile-. However, -xtile- calls through to -pctile- and so I believe addressing the problem in -pctile- will resolve the problems he mentions. I am looking into a solution for the problem. Those of you not interested in the details can stop reading. The following code and listing as prompted by Patrick's email, illustrates the problem. . set obs 100 . gen nn = _n . pctile x_p = nn, nq(100) genp(p) . list +-----------------+ | nn x_p p | |-----------------| 1. | 1 1.5 1 | 2. | 2 2.5 2 | 3. | 3 3.5 3 | 4. | 4 4.5 4 | 5. | 5 5.5 5 | |-----------------| 6. | 6 6.5 6 | 7. | 7 8 7 | 8. | 8 8.5 8 | 9. | 9 9.5 9 | 10. | 10 10.5 10 | <cut> 52. | 52 52.5 52 | 53. | 53 53.5 53 | 54. | 54 54.5 54 | 55. | 55 56 55 | |-----------------| 56. | 56 57 56 | 57. | 57 57 57 | 58. | 58 58 58 | 59. | 59 59.5 59 | 60. | 60 60.5 60 | <cut> I looked at all 100 lines of output, and it appears that -pctile- is not doing what it should for observations 7, 55, 56, 57, and 58. The others were okay. -pctile-, which is implemented in ado code, calls to -_pctile-, which is internal code, to do the final work. -_pctile- has a limit of 20 percentiles allowed in any one call. -pctile- makes multiple calls into -_pctile- as needed to get all the percentiles of interest. Here is what -_pctile- produces for these problem observations (and some of those around it). . _pctile nn , p(5 6 7 54 55 56 57 58 59) . ret list scalars: r(r1) = 5.5 r(r2) = 6.5 r(r3) = 7.5 r(r4) = 54.5 r(r5) = 55.5 r(r6) = 56.5 r(r7) = 57.5 r(r8) = 58.5 r(r9) = 59.5 Notice that -_pctile- gets what we expect. The problem is not with -_pctile-. I looked at pctile.ado and I know what the problem is. The lines local pct = 100*`i'/`nquanti' if "`plist'"=="" { local plist "`pct'" } else local plist "`plist',`pct'" are building up a list of up to 20 percentiles that will then be passed into the -percentiles()- option of -_pctile-. The local macro that is holding the list does not contain double precision numbers. Instead of calling something like _pctile nn , percentiles(7) pctile ends up calling something like _pctile nn , percentiles(7.000000000000001) My first couple of attempts at a patch for this problem have not been successful. I tried tempname prct ... scalar `prct' = 100*`i'/`nquanti' if "`plist'"=="" { local plist "`prct'" } else local plist "`plist',`prct'" and also tempname prct ... scalar `prct' = 100*`i'/`nquanti' local pct : di %22.20f `prct' if "`plist'"=="" { local plist "`pct'" } else local plist "`plist',`pct'" etc., but it did not solve the problem. I will investigate other solutions. When I find one, I will apply it in an update to Stata. Ken Higbee khigbee@stata.com StataCorp 1-800-STATAPC * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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