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st: Missing confidence intervals for median after using -bootstrap- or -bpmedian-
From
"Vasyl Druchkiv" <[email protected]>
To
<[email protected]>
Subject
st: Missing confidence intervals for median after using -bootstrap- or -bpmedian-
Date
Mon, 12 Nov 2012 22:32:10 +0100
Dear statisticians,
I try to estimate CI's for the median with -bpmedian- or with -bootstrap-
using
*--------------------- begin example ------------------
centile var
bootstrap median=r(p50): sum var, detail
*--------------------- end example --------------------
The problem is that I get empty cells on standard error and confidence
intervals either by implementing -bpmediam- or -bootstrap-.
*--------------------- begin example ------------------
Bonett-Price confidence interval for median of: var
Number of observations: 16872
----------------------------------------------------------------------------
--
var | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+--------------------------------------------------------------
--
_cons | -.8 . . . .
.
*--------------------- end example ------------------
I looked for the calculation method used in -bpmedian- . This method is
described in:
Bonett, D. G. and Price, R. M. 2002. Statistical inference for a
linear function of medians: Confidence
intervals, hypothesis testing, and sample size requirements.
Psychological Methods 7(3): 370-383.
Furthermore, I tried to estimate CI's with SPSS using bootstrap and got
(-0.8;-0.8) for 95% CI's. It means that the problem occurs when both limits
coincide with the median. However, the method described in Bonnett-Price
uses the formula:
sum(cjηj)±Za/2(sum(cj2varηj))^1/2 (pp: 372)
So, even if the last term is equal to 0 due to the pointy distribution (var
ηj=0), lower and upper limits must be displayed in stata output and be equal
to -0.8 in my example. Can I just assume that CI's are equal to median?
Thank you,
Vasyl Druchkiv
*
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