Weighted Median

[Mike Kraft]

Hi
is there a command/function in Stata to calculate weighted median?

As for weighted mean based on lagged market capitalization, I use

egen wmEarnings = wtmean(Earnings), by(time)weight(lag_me)

How can I calculate weighted median on a similar basis?

Thanks

[Nick Cox]

FAQ

http://www.stata.com/support/faqs/da...ry-statistics/