-cendif- by Roger Newson, is part of the -somersd- package,
downloadable from SSC (type "ssc install somersd". It computes CI's
for, and tests, differences between medians. You will need large
sample sizes to test the difference between 5th percentiles with
reasonable power. What do you mean by "number of observations in the
5th percentile"? You should not group data prior to the analysis.
-Steve
On Wed, Jun 10, 2009 at 10:57 AM, 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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>
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