What algorithm does SPSS use to calculate percentiles?

[Frank Milthorpe-2]

Hi

 

In the article Sample Quantiles in Statistical Packages, Hyndman and Fan (1996)    (available at  http://www.bios.unc.edu/~mhudgens/bios/662/2007fall/hyndman1996.pdf )  describes multiple methods used to calculate percentiles. The article suggests a method that is used by SPSS and states that this is not documented. Does anyone know what algorithm is actually used by SPSS?

 

Cheers

 

Frank Milthorpe

 

 

Frank Milthorpe
Manager Transport Model Development

Bureau of Statistics and Analytics

Freight, Strategy and Planning
Transport for NSW

 

T 02 8588 5559 | BSA 02 8202 2702
Level 3 18 Lee Street Chippendale NSW 2008

 

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[Bruce Weaver]

Hi Frank.  Take a look at this Technote:

  http://www-01.ibm.com/support/docview.wss?uid=swg21480663

HTH.

Frank Milthorpe-2 wrote

Hi

In the article Sample Quantiles in Statistical Packages, Hyndman and Fan (1996)    (available at  http://www.bios.unc.edu/~mhudgens/bios/662/2007fall/hyndman1996.pdf )  describes multiple methods used to calculate percentiles. The article suggests a method that is used by SPSS and states that this is not documented. Does anyone know what algorithm is actually used by SPSS?

Cheers

Frank Milthorpe


Frank Milthorpe
Manager Transport Model Development
Bureau of Statistics and Analytics
Freight, Strategy and Planning
Transport for NSW

T 02 8588 5559 | BSA 02 8202 2702
Level 3 18 Lee Street Chippendale NSW 2008


________________________________
This email (including any attachments) may contain confidential and/or legally privileged information and is intended only to be read or used by the addressee(s). If you have received this email in error, please notify the sender by return email, delete this email and destroy any copy. Any use, distribution, disclosure or copying of this email by a person who is not the intended recipient is not authorised.

Views expressed in this email are those of the individual sender, and are not necessarily the views of Transport for NSW, Department of Transport or any other NSW government agency. Transport for NSW and the Department of Transport assume no liability for any loss, damage or other consequence which may arise from opening or using an email or attachment.
Please visit us at http://www.transport.nsw.gov.au or http://www.transportnsw.info

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[Jon Peck]

Statistics has several different algorithms available.  See EXAMINE in particular for the largest number of choices.  These algorithms are documented in the Algorithms manual (Help > Algorithms)

On Thu, Dec 10, 2015 at 12:08 AM, Milthorpe, Frank <[hidden email]> wrote:

Hi

 

In the article Sample Quantiles in Statistical Packages, Hyndman and Fan (1996)    (available at  http://www.bios.unc.edu/~mhudgens/bios/662/2007fall/hyndman1996.pdf )  describes multiple methods used to calculate percentiles. The article suggests a method that is used by SPSS and states that this is not documented. Does anyone know what algorithm is actually used by SPSS?

 

Cheers

 

Frank Milthorpe

 

 

Frank Milthorpe
Manager Transport Model Development

Bureau of Statistics and Analytics

Freight, Strategy and Planning
Transport for NSW

 

T 02 8588 5559 | BSA 02 8202 2702
Level 3 18 Lee Street Chippendale NSW 2008

 

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This email (including any attachments) may contain confidential and/or legally privileged information and is intended only to be read or used by the addressee(s). If you have received this email in error, please notify the sender by return email, delete this email and destroy any copy. Any use, distribution, disclosure or copying of this email by a person who is not the intended recipient is not authorised.

Views expressed in this email are those of the individual sender, and are not necessarily the views of Transport for NSW, Department of Transport or any other NSW government agency. Transport for NSW and the Department of Transport assume no liability for any loss, damage or other consequence which may arise from opening or using an email or attachment.
Please visit us at http://www.transport.nsw.gov.au or http://www.transportnsw.info

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD

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===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD

[Art Kendall]

RANK also has NTILES, etc.