Re: [R] statistical question

From: Roger Koenker <rkoenker_at_illinois.edu>
Date: Thu, 31 Mar 2011 04:26:56 -0500

The default rank test in the quantreg package would look like this

summary(rq(y ~ d, tau = .5))

where d is a factor variable indicating which sample the elements of y belonged to. Summary returns a confidence interval for the coef of the factor variable -- if this interval excludes zero at the chosen alpha level then the difference in medians is "significant."

Roger Koenker
rkoenker_at_illinois.edu

On Mar 31, 2011, at 4:15 AM, Anna Lee wrote:

> Dear List!
>
> I want to compare medians of non normal distributed data. Is it
> possible and usefull to calculate 95% confidence intervals for
> medians? And if so - how can this be achieved in R?
>
> Thanks a lot!
> Anna
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 31 Mar 2011 - 09:45:03 GMT

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