CENTILE2: Stata module to enhance centile command and provide additional definitions for computing sample quantiles

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: centile2 is an enhancement to Stata's official centile command that allows the user to select amongst six algorithms for defining the quantile (centile), corresponding to the continuous sample quantile types described in Hyndman and Fan (1996), and likewise implemented in R's quantile function. The availability of different definitions for computing sample quantiles ensures that the same result can be reproduced using different software packages.

Language: Stata
Requires: Stata version 6
Keywords: quantiles; centiles; definitions (search for similar items in EconPapers)
Date: 2023-11-14
Note: This module should be installed from within Stata by typing "ssc install centile2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/c/centile2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/centile2.sthlp help file (text/plain)

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