st: RE: statsby?

[Roger Newson <roger.newson@kcl.ac.uk>]

An alternative possibility is to use -parmest- together with -somersd- to 
produce an output dataset (or resultsset) with 1 observation per Kendall's 
tau-a, which you can then list and/or plot and/or tabulate. This method has 
the advantage of producing confidence limits as well as P-values for 
Kendall's tau-a, and also the option of using a normalising and/or variance 
stabilising transformation, such as the arcsine or the hyperbolic 
arctangent. The -somersd- and -parmest- packages are both downloadable from 
SSC.

To find out more about confidence intervals for Kendall's tau-a and other 
rank statistics, type in Stata

findit params

and you will be signposted to my website, where you can download a preprint 
of Newson (2002). To find out more about -parmest- and resultssets in 
general, type

findit resultsset

and you will be signposted to my website, where you can download a copy of 
my Stata User Meeting presentation on resultssets.

I hope this helps.

Roger


References

Newson R. 2002. Parameters behind "nonparametric" statistics: Kendall's 
tau, Somers' D and median differences. The Stata Journal 2(1): 45-64.


At 16:43 03/05/2005, you wrote:

> Dear Nick
>
> Your solution is exactly what I needed.
> A thousend thanks,
> Sascha
>
> Nick Winter wrote:
> > In Stata 8, this should do the trick:
> > . statsby "ktau x y " TauB=r(tau_b) P=r(p) , by(z) saving(myfile)
> > In Stata 9, it would be:
> > statsby TauB=r(tau_b) P=r(p) , by(z) saving(myfile) : ktau x y
> >
> > --Nick Winter
> > At 04:49 PM 5/3/2005 +0200, you wrote:
> >
> > > With STATA 8, I tried
> > >
> > > _statsby "ktau x y" exp_list, by(v w z) saving(myfile)_
> > >
> > > where for exp_list I tried _se and _b (I have to admit that the grammar 
> > > of exp_list remains a riddle to me).
> > >
> > > The error produced is r(301): last estimates not found.
> > >
> > > Regards, Sascha
> > >
> > > Nick Cox wrote:
> > >
> > >
> > > > In principle, -statsby- sounds a good solution.
> > > > However, we cannot comment on what went wrong without seeing your code. 
> > > > Also, the syntax of -statsby- differs between Stata 8 and Stata 9, so 
> > > > you would need to specify version as well.
> > > > Nick n.j.cox@durham.ac.uk
> > > > Sascha Robert
> > > >
> > > >
> > > >
> > > > > I have to do a bunch of Kendall's tau correlations. Now the output of
> > > > >
> > > > > _ktau x y, by(z)_
> > > > >
> > > > > is quite exaustive, and I am mostly interested in
> > > > > - Kendall's tau-a
> > > > > - Prob > �z�
> > > > >
> > > > > Is there a way to direclty produce a table of the results, like
> > > > >
> > > > > tau-a   prob  ...
> > > > > a       b     ...
> > > > > c       d     ...,
> > > > >
> > > > > instead of producing text output?
> > > > >
> > > > > Is _statsby_ a solution for my problem? It does not seem to work for 
> > > > > my puposes, though.
> > > >
> > > > *
> > > > *   For searches and help try:
> > > > *   http://www.stata.com/support/faqs/res/findit.html
> > > > *   http://www.stata.com/support/statalist/faq
> > > > *   http://www.ats.ucla.edu/stat/stata/
> > >
> > >
> > > --
> > > ***** sascha robert | mailto: sascha.robert@iew.unizh.ch *****
> > > *
> > > *   For searches and help try:
> > > *   http://www.stata.com/support/faqs/res/findit.html
> > > *   http://www.stata.com/support/statalist/faq
> > > *   http://www.ats.ucla.edu/stat/stata/
> > --------------------------------------------------------
> > Nicholas Winter                           607.255.8819 t
> > Assistant Professor                       607.255.4530 f
> > Department of Government              nw53@cornell.edu e
> > 308 White Hall            falcon.arts.cornell.edu/nw53 w
> > Cornell University
> > Ithaca, NY 14853-4601
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
>
> --
> ***** sascha robert | mailto: sascha.robert@iew.unizh.ch *****
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
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: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.


*
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