How does the quantile function treats/handles nan values in a series
(and/or matrix column if the treatment is different)?
I am asking motivated by the following. Consider
<hansl>
scalar bootquant95 = quantile(bootmom3Stat,0.95)
scalar bootquant90 = quantile(bootmom3Stat,0.90)
scalar bootquant85 = quantile(bootmom3Stat,0.85)
scalar bootquant80 = quantile(bootmom3Stat,0.80)
matrix bootRejmom3Stat[i,1] = (mom3Stat[i,1] > bootquant95)
matrix bootRejmom3Stat[i,2] = (mom3Stat[i,1] > bootquant90)
matrix bootRejmom3Stat[i,3] = (mom3Stat[i,1] > bootquant85)
matrix bootRejmom3Stat[i,4] = (mom3Stat[i,1] > bootquant80)
</hansl>
"bootmom3Stat" (whose quantiles I have to compute) is a column vector.
Some of its values are nan. The value "mom3Stat[i,1]" is always a number.
What happens sometimes is that as regards the four elements of the i-row
of matrix "bootRejmom3Stat", some values result as nan while others as
"0" or "1". For example I have one case where
(mom3Stat[i,1] > bootquant95) = nan
(mom3Stat[i,1] > bootquant90) = 0
(mom3Stat[i,1] > bootquant85) = nan
(mom3Stat[i,1] > bootquant80) = nan
In another example, I got
(mom3Stat[i,1] > bootquant95) = 1
(mom3Stat[i,1] > bootquant90) = 1
(mom3Stat[i,1] > bootquant85) = nan
(mom3Stat[i,1] > bootquant80) = 0
It appears strange to have a proper number value for the 0.8-quantile
and for the 0.9-quantile so that the inequality condition can be
checked, but not for the 0.85-quantile.
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
scholar:https://g.co/kgs/BqH2YU
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