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st: RE: RE: Why does -centile- provide different results compared to -sum- or -pctile-?
From
"Lachenbruch, Peter" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: RE: Why does -centile- provide different results compared to -sum- or -pctile-?
Date
Fri, 16 Jul 2010 11:45:36 -0700
The reason for this is that summarize uses single observations (or means of adjacent ones) while centile uses linear combinations of order statistics, i think. Certanly, qreg does this.
________________________________________
From: [email protected] [[email protected]] On Behalf Of Martin Weiss [[email protected]]
Sent: Friday, July 16, 2010 11:39 AM
To: [email protected]
Subject: st: RE: Why does -centile- provide different results compared to -sum- or -pctile-?
<>
Example 1 in the manual entry for -centile- acknowledges the difference btw
-summ- and -centile- quite openly: "summarize produces somewhat different
results from centile"
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Tiago V. Pereira
Sent: Freitag, 16. Juli 2010 20:33
To: [email protected]
Subject: st: Why does -centile- provide different results compared to -sum-
or -pctile-?
Dear statalister,
Am I misinterpreting the outpus or there is something wrong with
-centile-? For example, the values for percentile 10 differ in -centile-
(89.666) compard to -sum- and -pctile- (90.66666).
Cheers!
Tiago
(Stata 9 and 10.1 provide identical results).
*/ -------- start do ---------
clear
input X
223
104.3333
198.3333
126
95
101.3333
133
90.66666
38
91
101
36.5
101
203
92.5
149
142.3333
89.33334
105.6667
123.3333
136
240.6667
162.3333
98.66666
181.6667
261
206
251
339.3333
219.3333
114
end
sum X, detail
centile X , centile(1 5 10 25 50 75 90 95 99)
_pctile X, nq(10)
dis "P10 = " r(r1)
dis "P90 = " r(r9)
*/ ---------end do -----------------
My outputs:
sum X, detail
X
-------------------------------------------------------------
Percentiles Smallest
1% 36.5 36.5
5% 38 38
10% 90.66666 89.33334 Obs 31
25% 98.66666 90.66666 Sum of Wgt. 31
50% 126 Mean 146.914
Largest Std. Dev. 69.5917
75% 203 240.6667
90% 240.6667 251 Variance 4843.005
95% 261 261 Skewness .7895009
99% 339.3333 339.3333 Kurtosis 3.214935
.
. centile X , centile(1 5 10 25 50 75 90 95 99)
-- Binom. Interp. --
Variable | Obs Percentile Centile [95% Conf. Interval]
-------------+-------------------------------------------------------------
X | 31 1 36.5 36.5 57.78294*
| 5 37.4 36.5 90.95187*
| 10 89.60001 36.5 95.97249*
| 25 98.66666 90.32367 107.523
| 50 126 101.1658 172.048
| 75 203 140.9225 243.3249
| 90 248.9333 205.2043 339.3333*
| 95 292.3333 225.5506 339.3333*
| 99 339.3333 257.1462 339.3333*
* Lower (upper) confidence limit held at minimum (maximum) of sample
.
. _pctile X, nq(10)
.
. dis "P10 = " r(r1)
P10 = 90.666656
. dis "P90 = " r(r9)
P90 = 240.6667
*
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* http://www.ats.ucla.edu/stat/stata/