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st: Percentiles and weights


From   "Sarah Tougher" <Sarah.Tougher@lshtm.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Percentiles and weights
Date   Tue, 09 Aug 2011 22:31:15 +0100

Dear statalist,
 
Is there a way to estimate percentiles in Stata that uses linear interpolation, and allows probability weights?  The altdef option of the -pctile- command does not allow weights.
 
Specifically, we would like to find a command or user-generated programme that uses the same formula as the one used by SAS to estimate quantiles in the SURVEYMEANS procedure. Refer to: 
http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_surveymeans_a0000000223.htm 
 
Many thanks,
 
Sarah Tougher
London School of Hygiene & Tropical Medicine


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