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Re: st: confidence interval for median


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: confidence interval for median
Date   Sun, 10 Aug 2008 09:05:36 -0400

Also--

Feinstein did not state that the jackknifed standard error for the median was accurate. He stated, according to your quote, only that leave-one-out estimates of the median are easy to compute by hand (true) and that they can, therefore, serve as "an excellent screening test for stability of the median". This is nonsense. The median is stable unless observations to its left are clearly separated from observations to its right. A dotplot, histogram, or stem and leaf plot would quickly show if this were the case.

-Steve

On Aug 10, 2008, at 2:22 AM, Maarten buis wrote:


--- moleps islon <moleps2@gmail.com> wrote:
You state that jackknife is inappropriate. Principles of medical
statistics, feinstein 2002 claim the contrary-I have no clue what is
right..
I learned that from Efron, B. and Tibshirani, R. (1993). An
Introduction to the Bootstrap. Chapman & Hall/CRC. The logic is that
the statistic needs to be a smooth function of the data in order for
the jackknife to work, and the median obviously is not a smooth
function of the data.

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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