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

Title

sqn -- Rousseeuw and Croux (1993) robust measure of dispersion

Syntax

sqn varname [if] [in]

Description

sqn estimates Qn, a robust measure of dispersion based on pairwise
comparisons of data points. Qn consistently estimates the standard deviation
for Gaussian data. Compared with other robust measures of dispersion --
interquartile range and median absolute deviation -- Qn is at least as
resistant to outliers but more efficient (for Gaussian data).

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

Example

Setup

. webuse auto

Estimating measure of dispersion Qn

. sqn price

Stored results

sqn stores the following in e():

Scalars

e(qn) Qn dispersion statistic

Functions

e(sample) marks estimation sample

Reference

Rousseeuw, P. J., and C. Croux. 1993. Alternatives to the median absolute
deviation. Journal of the American Statistical Association 88:
1273-1283.

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