standard error for quantile
Hi Bert
-----Original Message----- From: Bert Gunter [mailto:gunter.berton at gene.com] Sent: Tuesday, October 30, 2012 3:37 PM To: PIKAL Petr Cc: r-help at r-project.org Subject: Re: [R] standard error for quantile Petr: 1. Not an R question.
Partly. I asked also for pointing me to some R functions which can compute such standard error, which is by my humble opinion valid R question.
2. You want the distribution of order statistics. Search on that. It's basically binomial/beta.
Hm. I looked at some web info, which is quite good for trained statistician but at the edge of my understanding as chemist (and sometimes beyound:-). Thanks anyway. Regards Petr
-- Bert On Tue, Oct 30, 2012 at 6:46 AM, PIKAL Petr <petr.pikal at precheza.cz> wrote:
Dear all I have a question about quantiles standard error, partly practical partly theoretical. I know that x<-rlnorm(100000, log(200), log(2)) quantile(x, c(.10,.5,.99)) computes quantiles but I would like to know if there is any function to find standard error (or any dispersion measure) of these estimated values. And here is a theoretical one. I feel that when I compute median from given set of values it will have lower standard error then 0.1 quantile computed from the same set of values. Is it true? If yes can you point me to some reasoning? Thanks for all answers. Regards Petr PS. I found mcmcse package which shall compute the standard error but which I could not make to work probably because I do not have recent R-devel version installed Error in eval(expr, envir, enclos) : could not find function ".getNamespace" Error : unable to load R code in package 'mcmcse' Error: package/namespace load failed for 'mcmcse' Maybe I will also something find in quantreg package, but I did not went through it yet.
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-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb- biostatistics/pdb-ncb-home.htm