*! version 1.1.0 7Mars2013
help mhl (SJ15-1: st0001)

Title

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

Syntax

mhl varname [if] [in]

Description

mhl estimates the Hodges-Lehman (HL) (1963) measure of location. HL is
a robust measure of location based on the pairwise comparison of data points.
HL consistently estimates the mean in the case of Gaussian data. In comparison
with the median -- the classical robust measure of location -- HL is less
resistant to outliers but more efficient (for Gaussian data).

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

Example

Setup

. webuse auto

Estimating location parameter HL

. mhl price

Stored results

mhl stores the following in e():

Scalars

e(hl) HL location statistic

Functions

e(sample) marks estimation sample

Reference

Hodges, J. L., Jr., and E. L. Lehmann. 1963. Estimates of location based
on ranks tests. Annals of Mathematical Statistics 34: 598-611.

Authors

Wouter Gelade

University of Namur

CRED

Namur, Belgium

wouter.gelade@unamur.be

Vincenzo Verardi

University of Namur

CRED

Namur, Belgium

and Université libre de Bruxelles

ECARES and iCite

Brussels, Belgium

vincenzo.verardi@unamur.be

Catherine Vermandele

Université libre de Bruxelles

LMTD

Brussels, Belgium

catherine.vermandele@ulb.ac.be

Also see

Article: Stata Journal, volume 15, number 1: st0001

Manual: [R] summarize