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From |
"Vasyl Druchkiv" <dvv1985@yahoo.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Missing confidence intervals for median after using -bootstrap- or -bpmedian- |

Date |
Mon, 12 Nov 2012 22:32:10 +0100 |

Dear statisticians, I try to estimate CI's for the median with -bpmedian- or with -bootstrap- using *--------------------- begin example ------------------ centile var bootstrap median=r(p50): sum var, detail *--------------------- end example -------------------- The problem is that I get empty cells on standard error and confidence intervals either by implementing -bpmediam- or -bootstrap-. *--------------------- begin example ------------------ Bonett-Price confidence interval for median of: var Number of observations: 16872 ---------------------------------------------------------------------------- -- var | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- -- _cons | -.8 . . . . . *--------------------- end example ------------------ I looked for the calculation method used in -bpmedian- . This method is described in: Bonett, D. G. and Price, R. M. 2002. Statistical inference for a linear function of medians: Confidence intervals, hypothesis testing, and sample size requirements. Psychological Methods 7(3): 370-383. Furthermore, I tried to estimate CI's with SPSS using bootstrap and got (-0.8;-0.8) for 95% CI's. It means that the problem occurs when both limits coincide with the median. However, the method described in Bonnett-Price uses the formula: sum(cjηj)±Za/2(sum(cj2varηj))^1/2 (pp: 372) So, even if the last term is equal to 0 due to the pointy distribution (var ηj=0), lower and upper limits must be displayed in stata output and be equal to -0.8 in my example. Can I just assume that CI's are equal to median? Thank you, Vasyl Druchkiv * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Missing confidence intervals for median after using -bootstrap- or -bpmedian-***From:*Nick Cox <njcoxstata@gmail.com>

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