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st: How do I obtain conf. intervals for differences between percentiles of two different distributions?


From   Liliana Olarte <liliana.olart@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How do I obtain conf. intervals for differences between percentiles of two different distributions?
Date   Tue, 13 Apr 2010 22:16:35 -0500

Dear Statalist :

I am trying to estimate the wage gap between females and males by
percentiles.  However, I would like to estimate conf. intervals for
the difference between the percentiles of the two distributions. ¿How
can I do this?  I know cendif command does not work since cendif is
ment for computing confidence intervals, not for differences between
percentiles, but for percentile differences.

This is the procedure I did for percentile(75) :

- centile log_hourly_wage if gender==1, centile(75) normal
- centile log_hourly_wage if gender==2, centile(75) normal

Results for gender==1
			                          --Normal, based on observed centiles --
Variable	       |         Obs    Percentile	Centile	   [95% Conf. Interval]
------------------------------------------------------------------------------------------------------------------------------------
loghourlywage   |	2956	75           8.334871	   8.291912  8.377831


Results for gender==2
			                          --Normal, based on observed centiles --
Variable	       |         Obs    Percentile	Centile	   [95% Conf. Interval]
------------------------------------------------------------------------------------------------------------------------------------
loghourlywage   |	1415	 75         8.477972        8.412637    8.543307


gap (75th centile) = 8.477972 - 8.334871=0.1431

These are the results when I use cendif :

Percent	Pctl_Dif	Minimum	Maximum
75	.97528172	.90964651	1.0403433

As it can be seen from the results above, cendif is not the appropiate
command to use here.

Regards,
Liliana

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