{smcl} {* *! version 1.1.0 7Mars2013}{...} {cmd:help hl} {right: (Wouter Gelade, Vincenzo Verardi and Catherine Vermandele)} {hline} {title:Title} {p2colset 5 21 23 2}{...} {p2col :{cmd:hl} {hline 2}} Hodges and Lehman (1963) robust measure of location{p_end} {p2colreset}{...} {title:Syntax} {phang} {pstd} {cmd:hl} {varname} {ifin} {cmd:,} {title:Description} {pstd} {cmd:hl} Estimates H-L, the Hodges-Lehman (1963) measure of location {pstd} When estimating location parameters, please see {manhelp summarize R} for classical estimators. {title:Examples} {pstd}Setup{p_end} {phang2}{stata "webuse auto"}{p_end} {pstd}Estimating location parameter H-L {p_end} {phang2}{stata "hl price"}{p_end} {title:Saved results} {pstd} {cmd:hl} saves the following in {cmd:e()}: {synoptset 15 tabbed}{...} {p2col 5 15 19 2: Scalars}{p_end} {synopt:{cmd:e(hl)}}The H-L location statistic{p_end} {p2col 5 15 19 2: Functions}{p_end} {synopt:{cmd:e(sample)}}The sample identifier{p_end} {title:References} Hodges, J. L. and Lehmann, E. L. (1963). "Estimation of location based on ranks". Annals of Mathematical Statistics 34(2): 598–611. {title:Also see} {psee} Manual: {manlink R summarize} {break} {p_end}