BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
xtc283x
Obsidian | Level 7

Proc NPAR1WAY in v9.4 contains an option for the two sample Hodges-Lehmann location estimate but, based on my survey of the SAS Support literature, there does not appear to be a procedure supporting a univariate HL estimate nor does there appear to be a computationally feasible approach to producing on with large n.

 

Is this correct? 

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

I'm sure you are aware that the H-L estimator requires N(N+1)/2 comparisons to estimate the location parameter in the population. In contrast, the sample median estimates the location parameter much faster and is also a robust estimator. For a data set with millions of records, I would expect the median and the H-L estimate (the pseudo-median) to be very close.

View solution in original post

3 REPLIES 3
Rick_SAS
SAS Super FREQ

How big is your sample size, N?

xtc283x
Obsidian | Level 7
Quite large...millions of records. Thank you!
Rick_SAS
SAS Super FREQ

I'm sure you are aware that the H-L estimator requires N(N+1)/2 comparisons to estimate the location parameter in the population. In contrast, the sample median estimates the location parameter much faster and is also a robust estimator. For a data set with millions of records, I would expect the median and the H-L estimate (the pseudo-median) to be very close.

sas-innovate-2024.png

 

Secure your spot at the must-attend AI and analytics event of 2024: SAS Innovate 2024! Get ready for a jam-packed agenda featuring workshops, super demos, breakout sessions, roundtables, inspiring keynotes and incredible networking events.

 

Register by March 1 to snag the Early Bird rate of just $695! Don't miss out on this exclusive offer. 

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 1780 views
  • 0 likes
  • 2 in conversation