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This is a variation of previous advice:
http://www.stata.com/statalist/archive/2009-05/msg00311.html
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 */
clear
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')
end
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.
T
On Wed, Jun 10, 2009 at 3:57 PM, Susanne
Neckermann<[email protected]> wrote:
> Hi!
>
> 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
> susanne
>
>
>
> *
> * 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/
>
--
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).
*
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