[R] statistical question

[Roger Koenker]

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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