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Re: st: test difference in quintiles

From   Susanne Neckermann <>
Subject   Re: st: test difference in quintiles
Date   Wed, 10 Jun 2009 17:37:47 +0200

Dear T

thank you very much for the message!!
I am a real beginner with Stata and I have to admit that I do not quite understand how to transfer the code to my case. I have a variable X that I observe under two conditions Y and Z. I want to see if the fifth percentile of variable X in condition Y is different from the fifth percentile of X in condition Z.

Thank you so much for your input!!

On 10-Jun-09, at 5:26 PM, Tirthankar Chakravarty wrote:


This is a variation of previous advice:

I believe you want to test the significance of the difference of the
5th percentile for two variables using a bootstrap. If this is the
case, then the code below applies:

/* Bootstrap the difference of percentiles */
webuse nlswork, clear
keep idcode year ttl_exp
reshape wide ttl_exp, i(idcode) j(year)

cap prog drop pctile_bs
program define pctile_bs, rclass
	version 10
	syntax varlist(max=2 min=2) [if] [in]
	marksample touse
	tokenize `varlist'
	local first `1'
	macro shift	
	local second `*'
	_pctile `first' if `touse', percentiles(5)
	scalar pc1 = r(r1)	
	_pctile `second' if `touse', percentiles(5)
	scalar pc2 = r(r1)
	return scalar dpc = pc1-pc2
	ereturn post, esample(`touse')
bootstrap Dpc = r(dpc), reps(2000) dots: pctile_bs ttl_exp68 ttl_exp69
/* End */

Please also see the reference about pivotal statistics in a bootstrap
from the previous message.


On Wed, Jun 10, 2009 at 3:57 PM, Susanne
Neckermann<> wrote:

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

Thank you so much in advance

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