topic Re: median variance in SAS Procedures

median variance

Lida — Tue, 05 Apr 2016 17:42:31 GMT

Hello, I am wondering weather it is possible to calculate variance for median for none sampling data. Thank you!

Re: median variance

PGStats — Tue, 05 Apr 2016 17:58:54 GMT

Please give a formula/equation/reference for "variance for median for none sampling data"?

Re: median variance

Lida — Tue, 05 Apr 2016 18:02:05 GMT

I do not know a formula for variance of a median. So I am wondering whether it is even exist. I know how to calculate variance for a mean but not for a median.

Re: median variance

PGStats — Tue, 05 Apr 2016 18:15:16 GMT

If you are looking for robust estimators of dispersion (scale), check out the MAD, Sn and Qn estimators available in proc UNIVARIATE.

Re: median variance

Lida — Tue, 05 Apr 2016 18:18:53 GMT

Thank you for a suggestion. I will check it out.

Re: median variance

Rick_SAS — Tue, 12 Apr 2016 20:19:32 GMT

You can search for "distribution of sample median" or "sampling distribution of median" to find references. Basically, the standard error of the median will depend on the distribution of the underlying data, so there is not a general formula. If you assume that the data are normally distributed, you can write down an asymptotic formula: stderr_median = 1.253*sigma / sqrt(n), where sigma is standard devition of the normal population and n is the sample size.