In small to moderate sample sizes, the Harrell-Davis quantile estimator is more accurate than the ordinary sample quantile, and there is a good standard error estimator for it using U-statistics. See the hdquantile function in the Hmisc package. Frank
swatch110362 wrote: > > hi~ > I need to estimate the standard error of the quantile in survival > analysis. > Can anyone help me,please? > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/the-standard-error-of-the-quantile-tp4086479p4086494.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
