Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: test difference in quintiles


From   Susanne Neckermann <sneckermann@iew.uzh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test difference in quintiles
Date   Wed, 10 Jun 2009 17:37:47 +0200

Dear T

thank you very much for the message!!
I am a real beginner with Stata and I have to admit that I do not quite understand how to transfer the code to my case. I have a variable X that I observe under two conditions Y and Z. I want to see if the fifth percentile of variable X in condition Y is different from the fifth percentile of X in condition Z.

Thank you so much for your input!!
Best
Susanne

On 10-Jun-09, at 5:26 PM, Tirthankar Chakravarty wrote:

<>

This is a variation of previous advice:
http://www.stata.com/statalist/archive/2009-05/msg00311.html

I believe you want to test the significance of the difference of the
5th percentile for two variables using a bootstrap. If this is the
case, then the code below applies:

/* Bootstrap the difference of percentiles */
clear
webuse nlswork, clear
keep idcode year ttl_exp
reshape wide ttl_exp, i(idcode) j(year)

cap prog drop pctile_bs
program define pctile_bs, rclass
	version 10
	syntax varlist(max=2 min=2) [if] [in]
	marksample touse
	tokenize `varlist'
	local first `1'
	macro shift	
	local second `*'
	_pctile `first' if `touse', percentiles(5)
	scalar pc1 = r(r1)	
	_pctile `second' if `touse', percentiles(5)
	scalar pc2 = r(r1)
	return scalar dpc = pc1-pc2
	ereturn post, esample(`touse')
end
bootstrap Dpc = r(dpc), reps(2000) dots: pctile_bs ttl_exp68 ttl_exp69
/* End */

Please also see the reference about pivotal statistics in a bootstrap
from the previous message.

T


On Wed, Jun 10, 2009 at 3:57 PM, Susanne
Neckermann<sneckermann@iew.uzh.ch> wrote:
Hi!

I want to test whether the difference in the fifth percentile of two
distributions is significant.
In principle, this test should be similar to the "median" (thats the name of the command) test already implemented in Stata, but unfortunately I cannot
program .ado files and I could not find a user-written procedure.
Any idea how to go about this?
P.S. the number of observations in the fifth percentile is pretty low
(around 6), so one might have to use something with bootstrap or
permutations.

Thank you so much in advance
susanne



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/




--
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index