Thanks to Kit Baum, there is now a new version of the -somersd- package
available on SSC. Type -ssc desc somersd- in Stata to find out more.
The -somersd- package is discussed at length in Newson (2002), and
calculates confidence intervals for Kendall's tau-a and Somers' D, and
unequal-variance confidence intervals for the Hodges-Lehmann median
difference between two groups. The new version is still Stata 6, but has a
pair of .pdf manuals typeset in Plain TeX (complete with Methods and
Formulas) as ancillary files, and a pair of improved Stata 6 help files.
Ideally, a state-of-the-art Stata 8 version of the -somersd- package would
have LaTeX .pdf manuals with hypertext, .smcl help files with more
hypertext, and plugins (also known as DLLs) to make it run faster. However,
StataCorp are still working on DLLs. (And thanks again to Bobby Gutierrez
and Chinh Nguyen for a really exciting presentation on DLLs at the UK Stata
User Meeting earlier this month.)
Best wishes
Roger
References
Newson R. Parameters behind "nonparametric" statistics: Kendall's tau,
Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64. A
pre-publication draft can be downloaded from my website by typing
net from http://www.kcl-phs.org.uk/rogernewson/papers/
in Web-aware Stata. (And thanks to Vince Wiggins, and to all at StataCorp,
for saying that it is OK to post pre-publication SJ drafts on our websites.)
--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom
Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]
Opinions expressed are those of the author, not the institution.