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st: test difference in quintiles

From   Susanne Neckermann <>
Subject   st: test difference in quintiles
Date   Wed, 10 Jun 2009 16:57:59 +0200


I want to test whether the difference in the fifth percentile of two distributions is significant. In principle, this test should be similar to the "median" (thats the name of the command) test already implemented in Stata, but unfortunately I cannot program .ado files and I could not find a user- written procedure.
Any idea how to go about this?
P.S. the number of observations in the fifth percentile is pretty low (around 6), so one might have to use something with bootstrap or permutations.

Thank you so much in advance

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