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st: RE: RE: AW: R: difference between two medians


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: AW: R: difference between two medians
Date   Wed, 25 Nov 2009 12:40:40 -0000

I imagine there is a connection here to Martin's earlier post. 

Given 

regress <response> <indicator> 

you can recover the means for indicator == 0 and indicator == 1. That's
part of the magic of least squares. 

But it's not necessarily true that given 

qreg <response> <indicator> 

you can recover the equivalent medians. Working with a norm based on
absolute differences doesn't have that side effect in general. 

Nick 
n.j.cox@durham.ac.uk 

Newson, Roger B

The median difference is not the same thing as a difference between
medians. This distinction causes a lot of culture shock to people who
are accustomed to working with means and their differences. 


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