*! version 1.1.0 7Mars2013
help hl (Wouter Gelade, Vincenzo Verardi and Catherine Vermandele)

Title

hl -- Hodges and Lehman (1963) robust measure of location

Syntax

hl varname [if] [in] ,

Description

hl Estimates H-L, the Hodges-Lehman (1963) measure of location

When estimating location parameters, please see [R] summarize for classical estimators.

Examples

Setup

webuse auto

Estimating location parameter H-L

hl price

Saved results

hl saves the following in e():

Scalars

e(hl) The H-L location statistic

Functions

e(sample) The sample identifier

References

Hodges, J. L. and Lehmann, E. L. (1963). "Estimation of location based on ranks".
Annals of Mathematical Statistics 34(2): 598–611.

Also see

Manual: [R] summarize