RE: st: finding means and percentiles with mim

["Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>]

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


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