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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | AW: st: finding means and percentiles with mim |
Date | Fri, 26 Mar 2010 16:47:56 +0100 |
<> " In looking at the confidence intervals, the ones produced by sqreg/qreg are slightly shorter than the ones produced by centile." How does the fact that we are comparing analytic (-centile-) and -bootstrap-ped (-sqreg-) standard errors play into your considerations? HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Lachenbruch, Peter Gesendet: Freitag, 26. März 2010 16:41 An: 'statalist@hsphsun2.harvard.edu' Betreff: RE: st: finding means and percentiles with mim Martin and I have had an interchange off-line on this. I'd like to summarize my interpretation. The centile command uses a single observation to estimate the percentile. The sqreg or qreg command uses a weighted combination of the observations. So I would expect them to differ. In looking at the confidence intervals, the ones produced by sqreg/qreg are slightly shorter than the ones produced by centile. It may be easier to talk about centile to a client, but the issue of short confidence intervals is important to me. Also, for multiple imputation, you can't use centile, so that tips the balance for me. Thanks very much to Martin. I appreciate his good comments on all issues. Tony Peter A. Lachenbruch Department of Public Health Oregon State University Corvallis, OR 97330 Phone: 541-737-3832 FAX: 541-737-4001 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Thursday, March 25, 2010 9:24 AM To: statalist@hsphsun2.harvard.edu Subject: AW: st: finding means and percentiles with mim <> Those percentiles are slightly off, however: ************* clear* set obs 1000 set seed 234232 gen x=rgamma(2,2) sqreg x, quantiles(10 25 50 75 90) reps(2) centile x, centile(10 25 50 75 90) ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Lachenbruch, Peter Gesendet: Donnerstag, 25. März 2010 16:40 An: 'statalist@hsphsun2.harvard.edu' Betreff: RE: st: finding means and percentiles with mim I agree with the message. However, what I am looking for is a descriptive statistic, so the command sqreg y, quantile(10 25 50 75 90) will give me the percentiles that I want. Here is some output. . mim:sqreg lck ,quantile(10 25 50 75 90) Multiple-imputation estimates (sqreg) Imputations = 20 Minimum obs = 432 Minimum dof = 386.9 ------------------------------------------------------------------------- lck | Coef. Std. Err. t P>|t| [95% Conf. Int.] FMI ---------+---------------------------------------------------------------- _cons | 5.01997 .118927 42.21 0.000 4.78621 5.25373 0.008 ---------+---------------------------------------------------------------- /q25 | 5.79006 .081047 71.44 0.000 5.63076 5.94937 0.017 /q50 | 6.95493 .132365 52.54 0.000 6.69472 7.21513 0.030 /q75 | 8.52631 .170016 50.15 0.000 8.19204 8.86058 0.050 /q90 | 9.56167 .132408 72.21 0.000 9.30136 9.82199 0.045 -------------------------------------------------------------------------- Tony Peter A. Lachenbruch Department of Public Health Oregon State University Corvallis, OR 97330 Phone: 541-737-3832 FAX: 541-737-4001 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Wednesday, March 24, 2010 12:48 PM To: statalist@hsphsun2.harvard.edu Subject: RE: st: finding means and percentiles with mim <> " the command qreg is supported by mim, so I think I can use it." Note the cautionary tale in this thread, though: http://www.stata.com/statalist/archive/2009-11/msg01343.html HTH Martin * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/