<>
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
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