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Re: st: Finding median when using svy


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Finding median when using svy
Date   Wed, 7 Mar 2007 23:11:12 -0600

webuse nhanes
_pctile bpsys [pw=finalwgt], p(50)
return list

That's the quickest way to get the point estimate, although I would
probably more like to see the percentile interpolated between my two
values, which is what the -altdef- might do -- but it does not take
weights. Forget about the standard errors and inference, you won't get
them right however hard you try: the usual linearization method won't
work as the median is not a smooth function of the data, and some of
the resampling methods, such as the jackknife, will break down, as
well. The BRR could work, but it needs to be checked.

On 3/7/07, ucb_gal <[email protected]> wrote:
i can't seem to figure out how to use a probability weight!
--
Stas Kolenikov
http://stas.kolenikov.name
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